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What is the price of a 9-month call option AND a 9-month put option BOTH with a strike price of $45 given the Black-Scholes Option
What is the price of a 9-month call option AND a 9-month put option BOTH with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?
Stock Price = $48
Strike Price = $45
Time to expiration = .75
Risk-free rate = .05
Std. Dev. = .25
Call Price Put Price
$2.03 a) $2.03
$4.86 b) $4.86
$6.69 c) $6.69
$8.81 d) $8.81
$9.27 e) $9.27
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