Suppose you have the following information concerning a particular options. Stock price, S = RM 21 Exercise price, K = RM 20 Interest rate, r = 0.08 Maturity, T = 180 days = 0.5 Standard deviation,  = 0.5 a. What is correct of the call options using Black-Scholes model?  b. Compute the put options price using Black-Scholes model?

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II. Suppose you have the following information concerning a particular options.
Stock price, S = RM 21
Exercise price, K = RM 20
Interest rate, r = 0.08
Maturity, T = 180 days = 0.5
Standard deviation,  = 0.5
a. What is correct of the call options using Black-Scholes model? 
b. Compute the put options price using Black-Scholes model?

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