Whatshould be the price (premium) of the call option?What should be the price (premium) of an otherwise identical putoption according to put-call parity?What should be the price (premium) of an ot The current price of a non-dividend-paying stock is \( \$ 82.25 \) and the annual standard deviation of the stock's return is \( 42 \% \). The risk-free rate is \( 1.5 \% \) (continuously compounded). 2 answers