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You are given the following information concerning options on a particular stock: Stock price = $80 Exercise price = $63 Risk-free rate = 7% per

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You are given the following information concerning options on a particular stock: Stock price = $80 Exercise price = $63 Risk-free rate = 7% per year, compounded continuously Maturity = 8 months Standard deviation 55% per year What is the intrinsic value of the call option? Of the put option? I The The I'm What is the time value of the call option? Of the put option? $ 7.76 $ 1.10 $ 17.00 $ 41.76 $ 24.76 $ 4.89 $ (2.31) $ 0.00 $ (12.11) $ 21.89

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