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Q1v2 Please Show all work 1. What is the price of a (1) call option, and (2) a put option if the underlying stock price

Q1v2 Please Show all work

image text in transcribed 1. What is the price of a (1) call option, and (2) a put option if the underlying stock price is $71, the strike price is $75, the variance (2) is 0.20(20%), the risk-free rate is 2%, and there are 110 days until to expiration

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