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The stock price five months from the expiration of an option is $42, the exercise price of the option is $40, the continuously compounded risk-free

The stock price five months from the expiration of an option is $42, the exercise price of the option is $40, the continuously compounded risk-free interest rate is 11% per annum, and the volatility () is 21% per annum. a. Calculate the price of the option if it is a European call. b. Calculate the price of the option if it is a European put

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