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A stock has a price of $39 and an annual return volatility of 52 percent. The risk-free rate is 3.07 percent. Perform calculations in Excel.

A stock has a price of $39 and an annual return volatility of 52 percent. The risk-free rate is 3.07 percent. Perform calculations in Excel. a. Calculate the European call and European put option prices with a strike price of $35.00 and a 90-day expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Calculate the deltas

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