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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 final
| What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your final answers to 2 decimal places (e.g., 32.16).) |
| Stock price | = | $74 |
| Exercise price | = | $70 |
| Risk-free rate | = | 4.40% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 62% per year |
| Call price | $ |
| Put price | $ |
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Contemporary Islamic Finance
Authors: Karen Hunt-Ahmed
1st Edition
1118180909, 978-1118180907
