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What are the prices of a call and put option on FB with the following inputs: Strike price = $200 Stock price = $154.88 Risk

What are the prices of a call and put option on FB with the following inputs:

Strike price = $200

Stock price = $154.88

Risk free rate = 0.5%

Maturity = 3 months

Volatility = 36%

  1. $1.28 ; $43.92
  2. $46.40 ; $1.09
  3. $45.99; $1.12
  4. $1.12 ; $45.99

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