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Given the following: stock price 48.50, strike price 40.00, risk-free rate 4%, time to maturity of 6 months, stock's volatility of 35% using Black-Sholes option
Given the following: stock price 48.50, strike price 40.00, risk-free rate 4%, time to maturity of 6 months, stock's volatility of 35% using Black-Sholes option pricing model, calculate the option premiums of Call option and Put option.
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