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Given that the stock price is $75, The time to expiration is one year and the VOL is: = 40%, calculate the Black-Scholes-Merton values of

Given that the stock price is $75, The time to expiration is one year and the VOL is: = 40%, calculate the Black-Scholes-Merton values of the at-the money call and the put. The annual risk-free rate with continuous compounding is 10%.

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