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What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers
| What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) |
| Stock price | = | $81 |
| Exercise price | = | $75 |
| Risk-free rate | = | 3.6% per year, compounded continuously |
| Maturity | = | 5 months |
| Standard deviation | = | 57% per year |
| Call price | $ |
| Put price | $ |
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The Auditors Guide Of 1869 A Review And Computer Enhancement Of Recently Discovered Old Microfilm Of Americas First Book On Auditing By H J Mettenheimer
Authors: Peter L. McMickle, Paul H. Jensen
1st Edition
0367534622, 978-0367534622
