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Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $65 = $69 = 4% per year, compounded continuously = 12 months = 63% per year Check my work What are the prices of a call option and a put option? (Do not round intermediate calculations. Round the answers to 2 decimal places. Omit $ sign in your response.) Price of call option. $ Price of put option $

Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $65 = $69 = 4% per year, compounded continuously = 12 months = 63% per year Check my work What are the prices of a call option and a put option? (Do not round intermediate calculations. Round the answers to 2 decimal places. Omit $ sign in your response.) Price of call option. $ Price of put option $

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $65 = $69 = 4% per year, compounded continuously = 12 months = 63% per year Check my work What are the prices of a call option and a put option? (Do not round intermediate calculations. Round the answers to 2 decimal places. Omit $ sign in your response.) Price of call option. $ Price of put option $
Transcribed Image Text:Refer to the following characteristics: Stock price Exercise price Risk-free rate Maturity Standard deviation = $65 = $69 = 4% per year, compounded continuously = 12 months = 63% per year Check my work What are the prices of a call option and a put option? (Do not round intermediate calculations. Round the answers to 2 decimal places. Omit $ sign in your response.) Price of call option. $ Price of put option $
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