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What are the prices of a call option and a put option with the following characteristics? Please do it in the format of excel. Stock
| What are the prices of a call option and a put option with the following characteristics? Please do it in the format of excel. |
| Stock price | = | $81 |
| Exercise price | = | $75 |
| Risk-free rate | = | 3.60% per year, compounded continuously |
| Maturity | = | 5 months |
| Standard deviation | = | 57% per year |
Call Price = ?
Put Price = ?
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Stocks For The Long Run
Authors: Jeremy Siegel
6th Edition
1264269803, 978-1264269808
