What are the prices of a call option and a put option with the following characteristics? Stock

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What are the prices of a call option and a put option with the following characteristics?

Stock price = $57

Exercise price = $60

Risk-free rate = 6% per year, compounded continuously

Maturity = 4 months

Standard deviation = 54% per year

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Corporate Finance

ISBN: 978-0077861759

11th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan

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Question Posted: Jun 22, 2017 10:09 AM

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What are the prices of a call option and a put option with the following characteristics? Stock

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Corporate Finance

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