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You are given the tollowing intormation concerning options on a particular stock: Stock price = $ 8 4 Exercise price = $ 5 9 Risk

You are given the tollowing intormation concerning options on a particular stock:
Stock price =
$84
Exercise price =
$59
Risk-free rate =
8% per year, compounded continuously
Maturity =
4 months
Standard deviation =
52% per year
What is the intrinsic value of the call option? Of the put option? What is the time value of the call option? Of the put option?
Put option intrinsic value:
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