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Assume a stock, currently traded for S0 = 92. Assume further continuously compounded annual risk free rate of (r) of 0.018. 1 What would be

Assume a stock, currently traded for S0 = 92. Assume further continuously compounded annual risk free rate of (r) of 0.018.

1 What would be the price of a put option on this stock expiring in half of a year, and strike price of 98? Assume volatility of the stock being 0.2.

2 What would be the price of the call option with the same maturity, strike price and volatility?

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