1 8.33 points Skipped Problem 16-1 (Algo) Required: A call option with a strike price of $58 on a stock selling at $67 costs $9.5. What are the call option's intrinsic and time values? (Round your answers to 2 decimal places.) eBook Intrinsic value Time value Print References 2 8.33 points Skipped eBook Problem 16-2 (Algo) Required: A put option on a stock with a current price of $43 has an exercise price of $45. The price of the corresponding call option is $3.75. According to put-call parity, if the effective annual risk-free rate of interest is 4% and there are five months until expiration, what shoul be the price of the put? Assume there is no dividends. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Price of the put Print References 3 8.33 points Skipped eBook Problem 16-3 (Algo) Required: A call option on Jupiter Motors stock with an exercise price of $55 and one-year expiration is selling at $8. A put option on Jupiter stock with an exercise price of $55 and one-year expiration is selling at $6.5. If the risk-free rate is 10% and Jupiter pays no dividends, what should the stock price be? Assume there is no dividends. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Stock price Print References 4 8.33 points Problem 16-6 (Algo) Required: a. Consider a call option if in a two-state model, a stock can take a price of $184 or $138, what would be the hedge ratio for each of the following exercise prices: $184, $180, $170, $138? (Leave no cells blank - be certain to enter "0" wherever required. Round your answers to 2 decimal places.) eBook x Hedge Ratio $ 184 $ 180 Print $ 170 $ 138 References