question 7

7. Black-Scholes What are the prices of a call option and a put option with the following characteristics Stock price = $79 Exercise price = $75 Risk-free rate = 4% per year, compounded continuously Maturity 3 months Standard deviation = 47% per year 8. Black-Scholes What are the prices of a call option and a put option with the following characteristics? Stock price = $87 Exercise price $90 Risk-free rate = 3% per year, compounded continuously Maturity = 2 months Standard deviation = 49% per year ht