1)

What is the value of a put option if the underlying stock price is $38, the strike price is $31, the underlying stock volatility is 43 percent, and the risk-free rate is 4.4 percent? Assume the option has 149 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Put potion

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2)

A stock with a current price $57 has a put option available with a strike price of $54. The stock will move up by a factor of 1.26 or down by a factor of 0.89 over the next period and the risk-free rate is 3 percent. What is the price of the put option? (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Put option

$

3)

A stock is currently priced at $58 and has an annual standard deviation of 38 percent. The dividend yield of the stock is 2.2 percent, and the risk-free rate is 4.2 percent. What is the value of a call option on the stock with a strike price of $55 and 58 days to expiration? (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Call option

$