Question
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 | = | $72 |
| Exercise price | = | $70 |
| Risk-free rate | = | 4.30% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 61% per year |
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Investment Science
Authors: David G. Luenberger
1st International Edition
0195391063, 9780195391060
