BLACK SCHOLES CALL AND PUT WITH AND WITHOUT DIVIDENDS

Problem 9 * Intro The current price of a non-dividend-paying stock is $615 and the annual standard deviation of the rate of return on the stock is 42%. An option on the stock has a strike price of $650 and explres in 0.4 years. The risk-free rate is 5% (continuously compounded). Part 1 WE Attempt 2/8 for 10 pts. What should be the price (premium) of option if it is a European call option? 0+ decimals Submit Part 2 IB Attempt 2/8 for 10 pts What should be the price (premium) of option if it is a European put option? 0+ docimal Submit Part 3 BB Attempt 1/8 for 10 pts. What should be the price (Premium) of option if it is a American call option? 0+ decimals Submit Part 4 IB Attempt 1/8 for 10 pts. Now assume that the stock is expected to pay a dividend of $2.22 in 3 months, What should be the price (premium) of option if it is a European call option? 0+ decimals Submit Part 5 JB Attempt 1/8 for 10 pts. Sill assume that the stock is expected to pay a dividend of $2 22 in 3 months What should be the price (premium) of option if it is a European put option? 0+ decimalt Submit