What are the prices of a call option and a put option with


What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answer to 2 decimal places?

Stock price                          = $84

Exercise price                    = $80

Risk-free rate                    = 4.90% per year, compounded continuously

Maturity                              = 4 months

Standard deviation          = 63% per year

Call price $_____

Put price $______

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What are the prices of a call option and a put option with
Reference No:- TGS02621179

Expected delivery within 24 Hours