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Microsoft stock is currently trading at $41. Consider call and put options with a strike of $42.00 expiring in 30 days (=0.082 years). Suppose that

Microsoft stock is currently trading at $41. Consider call and put options with a strike of $42.00 expiring in 30 days (=0.082 years). Suppose that the volatility of Microsoft stock is 40% and that the interest rate is 3%. What are the Black-Scholes prices of the call and the put? What are the option deltas?

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