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A stock sells for $110. A call option on the stock has an exercise price of $105 and expires in 43 days. If the interest

A stock sells for $110. A call option on the stock has an exercise price of $105 and expires in 43 days. If the interest rate is 0.11 and the standard deviation of the stock's returns is 0.25, what is the price of the call according to the Black-Scholes model? What would be the price of a put with an exercise price of $140 and the same time until expiration?

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