Current market price of ABC stock =$77
ABC stock price after 30 days = $80
ABC Stock price after 45 days = $95
ABC Stock price after 60 days = $80
ABC stock price after 75 days = $85
ABC stock price after 90 days = $70
Current price of Eurpean call on ABC stock with exercise price of $93 with 90 days expiration = $2
Current price of European put on ABC stock with exercise price of $82 with 60 days to expiration = $6
Risk free rate = 5%
a) Price of a Eurpoean call option with an exercise price of $82 and 30 days remaining expiration would be closest to?
b) At t=45, the minimum value of the call option is closest to?
c) At t= 45, the minimum value of the put option is closest to?