Use the black-scholes formula to determine the amount of, Financial Management

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Use the black-scholes formula to determine the amount of

Use the Black-Scholes formula to determine the amount of money you would receive from constructing a short-straddle option strategy with the following properties:

Stock price: $100

Strike price: $100

Standard Deviation: 20% per year

Interest rate: 5%

Time until expiration: 1 month

No dividends

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