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Let S t =30, be the price of the underlying price. A European option expires at T=1/2. The exercise price is 28. The continuous compounded

Let St=30, be the price of the underlying price. A European option expires at T=1/2. The exercise price is 28. The continuous compounded risk free rate is 10%. The volatility is 0.4. Use the Black Scholes model to determine the price of the call and put options

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