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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 = $82 Exercise price = $75 Risk-free rate = 4.80% per year, compounded continuously Maturity = 4 months Standard deviation = 64% per year
Call price $ --------------------------
Put price $ ----------------------------
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