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Please Show all work and formulas What are the prices of a call option and a put option with the following characteristics? (Do not round
Please Show all work and formulas
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Stock price = $89 Exercise price = $85 __ 4.00% per year, compounded Risk-free rate = continuously Maturity = 4 months Standard _ * = 53% per year deviation Call price Put priceStep by Step Solution
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