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Question 2 1 pts The current price of a non-dividend-paying stock is $30. Over the next three months it is expected to rise to $36

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Question 2 1 pts The current price of a non-dividend-paying stock is $30. Over the next three months it is expected to rise to $36 or fall to $26. Assume that the risk-free rate is 5% per annum (continuously compounded). What is the value of a three-month call option with strike price of $32? (please write your answer with two decimal places.) Question 3 1 pts The current price of a non-dividend-paying stock is $30. Over the next three months it is expected to rise to $36 or fall to $26. Assume that the risk-free rate is 5% per annum (continuously compounded). What is the value of a three-month put option with strike price of $327 (please write your answer with two decimal places.)

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