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The shares in Beslag ASA are currently priced at NOK 80 per share. In four months, the share price will either be NOK 100 or

The shares in Beslag ASA are currently priced at NOK 80 per share. In four months, the share price will either be NOK 100 or NOK 80. You can buy call and put options on these shares with a strike price of NOK 90 and four months to maturity. The annual risk-free rate is 6 per cent. What is the price of the call option today? (answer: NOK 0,78). What is the price of the put option? (answer: 9,02). This is all the information provided in the text.

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