Same as before, except we will use an eight-period model to evaluate it. At the close of

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Same as before, except we will use an eight-period model to evaluate it. At the close of trading on October 11, 2013, the stock price of Facebook (FB)

was $49.11, the standard deviation of daily returns is 74.73%, the yield on a sixmonth U.S. Treasury Bill was 0.12%, the exercise price of an March 45 call on Facebook was $45.00, the exercise price of an March 45 put on Facebook was

$45.00, and the time to maturity for both March 22, 2014 maturity options was 0.4472 years. The dividend yield is 1.00%. What is the price of a March 45 call and a March 45 put on Facebook?

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