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Consider a stock ABU that is currently trading at $70. If the ABU's stock returns has an annualized standard deviation of 40% and the risk

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Consider a stock ABU that is currently trading at $70. If the ABU's stock returns has an annualized standard deviation of 40% and the risk free rate is 10% a. What is the price of a European call option written on ABU with a strike price of $75 that expires in 180 days? Use the Black-Scholes valuation. b. What is the price of a European put written on ABU with a strike price of $75 that expires in 180 days? Use the Black-Scholes valuation. What is the price of this put using the put-call parity? c

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