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Black Scholes expected value and partial expected value


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A European call option on a stock has a strike price of 50 and will expire in 6 months. The underlying stock price follows a lognormal model. The current stock price is 46, the volatility of the stock is 30 percent, and expected rate of return on the stock is 15 percent (compounded continuously).oc
b. Calculate the partial expected value of the stock given that it is greater than 50

I approached this question by using the expectation for lognormal probabilities for part a: E(St|St>K)= (So*e^(alpha-delta)*t)*N(d1)/ N(d2) and the partial expectation formula for the second part: PE(St|St>K)=(Soe^(alpha-delta)*t)*N(d1)

I attached below a picture of my work. I could've swore this was correct, but apparently have made an error somewhere. If someone would be able to help me I would greatly appreciate it. Thanks!

black scholes1.JPG