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Suppose a stock is currently trading at 92 and the annual risk free rate is 0.0018. What is the price of a call option on

Suppose a stock is currently trading at 92 and the annual risk free rate is 0.0018.

What is the price of a call option on this stock with an expiration date T = 0.5 (times in years) and with an exercise price K = 98. Assume the volatility of annual log return is sd = 0.2

What is the price of a put option on the same stock with the same parameters

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