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A. What is Price of a European Put option? B. Price of a European Call option? Spot price = $60 Strike Price = $44 Time

A. What is Price of a European Put option?

B. Price of a European Call option?

Spot price = $60

Strike Price = $44

Time to expiration = 6 months

Risk Free rate = 3%

Variance = 22% (use for volatility)

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