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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 | = | $91 |
|---|---|---|
| Exercise price | = | $90 |
| Risk-free rate | = | 4.1% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 52% per year |
Call Price =
Put Price =
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Financial Management EMEA Theory And Practice
Authors: Michael Ehrhardt, Roland Fox, Eugene Brigham
2nd Edition
1473760216, 9781473760219
