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13 Compare the call option prices 1.09(Calculated the value of a four-month European call option using risk-neutral valuation) . and 1.11(Calculated the Black-Scholes-Merton price of

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Compare the call option prices 1.09(Calculated the value of a four-month European call option using risk-neutral valuation). and 1.11(Calculated the Black-Scholes-Merton price of a four-month European call option). Compare also the put option prices 4.03(Calculated the value of a four-month European put option using risk-neutral valuation). and 4.05(Black-Scholes-Merton price of a four-month European put option). Do expect these prices to be the same? Why/Why not?

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