_l 201 202 203 204 205 206 20? 208 209 210 211 212 213 214 215 216 21? A l B l c l o I E | F l G H I J l K Question 10110 points} ELEM Corporation's stock price is currently trading at $85. The investor is considering of buying the 6 month straddle with exercise price of $85. The riskfree rate is 3.5%, the Standard Deviation is 0.25. The stock pays dividend at the end of the first period at the rate of 3%. Calculate both the Call, the Put and the Straddle options premiums using the BlackScholes Option Pricing Model. ANSWERS d1- d2- N-[dli - N912} - Call Premium - Put Premium - Straddle Prem