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Consider a stock with a volatility of its logarithm of -0.2. The current price of the stock is 548 and it pays no dividends. Find

Consider a stock with a volatility of its logarithm of -0.2. The current price of the stock is 548 and it pays no dividends. Find the option prices on this stock that has an expiration date 4 months from now and a strike price of $50. The current interest rate is 154 compounded monthly (Write the answers with two decimal places. x.yu) European call option premium European put option premium - American call option premium- American put option premium Consider a stock with a volatility of its logarithm of -0.2. The current price of the stock is 548 and it pays no dividends. Find the option prices on this stock that has an expiration date 4 months from now and a strike price of $50. The current interest rate is 154 compounded monthly (Write the answers with two decimal places. x.yu) European call option premium European put option premium - American call option premium- American put option premium

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