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11) Black Scholes what are the prices of a call option and a put option with following characteristics? stock price = $58 Exercise price =

11) Black Scholes what are the prices of a call option and a put option with following characteristics?

stock price = $58

Exercise price = $55

Risk free rate = 4% per year , compound continuously

maturity= 5 months

Standard deviation = 53% per year

NOTE:

Please prepare as Microsoft word .

Please show me the formulation used.

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