Question
Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $54 = $58 = 6% per year, compounded continuously
Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $54 = $58 = 6% per year, compounded continuously = 3 months = 62% per year What are the prices of a call option and a put option? (Do not round intermediate calculations. Round the answers to 2 decimal places. Omit $ sign in your response.) Price of call option Price of put option es es
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Advanced Financial Accounting
Authors: Theodore E. Christensen, David M. Cottrell, Richard E. Baker
10th edition
78025621, 978-0078025624
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