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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 | = | $91 |
Exercise price | = | $90 |
Risk-free rate | = | 4.10% per year, compounded continuously |
Maturity | = | 4 months |
Standard deviation | = | 52% per year |
Call price | $ |
Put price | $ |
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