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Consider a stock that trades for $75. A put and a call on this stock both have an exercise price of $70 and they expire

Consider a stock that trades for $75. A put and a call on this stock both have an exercise price of $70 and they expire in 150 days. If the risk-free rate is 9 percent and the standard deviation for the stock is 0.35, compute the price of the options according to the Black-Scholes model.

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