Intro The current price of a non-dividend-paying stock is $82.45 and the annual standard deviation of the stock's return is 42%. The risk-free rate is 1.7% (continuously compounded). A European call option on the stock has a strike price of $90 and expires in 1.5 years. B 82.45 90 A 1 Inputs 2 Stock price 3 Exercise price Expiration 4 (years) 5 St.Dev. of returns 6 Dividend yield 7 Risk-free rate 1.5 0.42 0 0.017 Part 1 IB Attempt 1/8 for 10 pts. What should be the price (premium) of the call option? 1+ decimals Submit Part 2 IS Attempt 1/8 for 10 pts. What should be the price (premium) of an otherwise identical put option according to put-call parity? 1+ decimals Submit Part 3 IB Attempt 1/8 for 10 pts. What should be the price (premium) of an otherwise identical put option according to the Black-Scholes model? 1+ decimals Submit