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Assume a European put option written on a stock selling for $69 per share with $70 exercise price. The stock's standard deviation is 35% per

Assume a European put option written on a stock selling for $69 per share with $70 exercise price. The stock's standard deviation is 35% per annum. The option matures in six months. The risk-free interest rate is 5% per annum. What is the value of the put and call option?

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