BlackScholes What are the prices of a call option and a put option with the following characteristics?

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Black–Scholes What are the prices of a call option and a put option with the following characteristics?

Stock price  $38 Exercise price  $35 Risk-free rate  6% per year, compounded continuously Maturity  3 months Standard deviation  54% per year

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Corporate Finance

ISBN: 9780073105901

8th Edition

Authors: Jeffrey Jaffe, Bradford D Jordan

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