%% Compute European Put and Call Option Prices on a Stock Index Using a Black-Scholes Model
% The S&P 100 index is at 910 and has a volatility of 25% per annum. The risk-free rate of interest is 2% per annum and the index provides a dividend yield of 2.5% per annum. Calculate the value of a three-month European call and put with a strike price of 980.

 [Call,Put] = blsprice(910,980,.02,.25,.25,.025)

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