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Calculate the European call & put option given the following information: Consider the following information about Standard Bank Namibia which is listed on the Namibian

Calculate the European call & put option given the following information: Consider the following information about Standard Bank Namibia which is listed on the Namibian Stock Exchange (NSX); Current Stock Price is N$13, Exercise Price is N$12, time to expiration is 75 days , Volatility is 26% and the risk free rate is 3 %. Show all your calculations. . What is the value of the European put option?

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