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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 | = | $78 |
| Exercise price | = | $70 |
| Risk-free rate | = | 4.60% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 64% per year |
| Call price | $ |
| Put price | $ |
| PLEASE FOLLOW INSTRUCTIONS FOR ROUNDING DECIMALS !!!!!!!!!!!!!! | |
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The Oxford Handbook Of Pricing Management
Authors: Ozalp Ozer, Robert Phillips
1st Edition
0199543178, 978-0199543175
