question prevents chances to Question (Maximum 15 minutes) The price of non-dividend paying stock is 522 and a volatility of 20%. The risk-free rate is 6 1. Using the Black-schole-Merton model calculate the price of a European call option with a stri price is $20 and a mat 2. Using the Black-Scholes-Merton model calculate the price of a European put option with a strike price is $20 and am and a volatility of 20%. The risk-free rate is 6 culate the price of a European call option with a strike price is $20 and a maturity of 6 months. lculate the price of European put option with a strike price is $20 and a maturity of 6 months. BE prevents changes to this answer Question of 10 points aying stock is $22 and a volatility of 20%. The risk-free rate is 6%. Merton model, calculate the price of a European call option with a strike price is $20 and a maturity of 6 months. Merton model, calculate the price of a European put option with a strike price is $20 and a maturity of 6 months question prevents chances to Question (Maximum 15 minutes) The price of non-dividend paying stock is 522 and a volatility of 20%. The risk-free rate is 6 1. Using the Black-schole-Merton model calculate the price of a European call option with a stri price is $20 and a mat 2. Using the Black-Scholes-Merton model calculate the price of a European put option with a strike price is $20 and am and a volatility of 20%. The risk-free rate is 6 culate the price of a European call option with a strike price is $20 and a maturity of 6 months. lculate the price of European put option with a strike price is $20 and a maturity of 6 months. BE prevents changes to this answer Question of 10 points aying stock is $22 and a volatility of 20%. The risk-free rate is 6%. Merton model, calculate the price of a European call option with a strike price is $20 and a maturity of 6 months. Merton model, calculate the price of a European put option with a strike price is $20 and a maturity of 6 months