A put option and a call option with an exercise price of $40 and three months to expiration sell for $1.05 and $5.00, respectively. If the risk-free rate is 4.5 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Current stock price $ A stock is currently priced at $57. A call option with an expiration of 1 year has an exercise price of $60. The risk-free rate is 2 percent per year, compounded continuously, and the standard deviation of the stock?s return is infinitely large. What is the price of the call option? (Do not round intermediate calculations.) Call option price $

A put option and a call option with an exercise price of $40 and three months to expiration sell for $1.05 and $5.00, respectively. If the risk-free rate is 4.5 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Current stock price $ A stock is currently priced at $57. A call option with an expiration of 1 year has an exercise price of $60. The riskfree rate is 2 percent per year, compounded continuously, and the standard deviation of the stock's return is infinitely large. What is the price of the call option? (Do not round intermediate calculations.) Call option price $