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What are the prices of a call option and a put option, written on a stock as the underlying asset ( common for both call
What are the prices of a call option and a put option, written on a stock as the underlying asset common for both call and put with the following characteristics? One piece of the option entitles the holder to buy call or to sell put one share at the Maturity of the option.Hint: The BlackScholes formula gives a price of European call options. Use PutCall Parity relationship to get a put price from the BS call price.Current stock price $ Exercise price $ Riskfree rate compoundedcontinuously, and Standard deviation of the stock per year. Maturity ofoptions months common for bothcall and put No dividends will be paidbefore the Maturity. Fill the blanks below with numerical numbers and a decimal point indicator If your answer is three dollars and fortyfive cents, you should type Dont type after which indicates the end of the sentence. Please fill two decimal places by rounding the third decimal place, if necessary, eg and
What is the call premium in $
What is the put premium in $
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