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Black-Scholes [LO2] What are the prices of a call option and a put option with the following characteristics? Stock price = $64 Exercise price =

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Black-Scholes [LO2] What are the prices of a call option and a put option with the following characteristics? Stock price = $64 Exercise price = $60 Risk-free rate = 2.7% per year, compounded continuously Maturity = 4 months Standard deviation = 62% per year

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