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A stock has a price of $41 and an annual return volatility of 54 percent. The risk free rate is 3.09 percent. Perform calculations in

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A stock has a price of $41 and an annual return volatility of 54 percent. The risk free rate is 3.09 percent. Perform calculations in Excel a. Calculate the European call and European put option prices with a strike price of $36.00 and a 90-day expiration (Use 365 days in a year. Do not round intermediate calculations. Round your answers to 2 decimal places.) Call premium Put premium b. Calculate the deltas of the European call and European put. (Use 365 days in a year. A negative value should be indicated by minus sign. Do not round intermediate calculations, Round your answers to 4 decimal place Call delta Put do

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