2. Finance
3. what are the prices of a call option and a...

# Question: what are the prices of a call option and a...

###### Question details

What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)

 Stock price = $80 Exercise price =$75 Risk-free rate = 4.70% per year, compounded continuously Maturity = 4 months Standard deviation = 65% per year
 Call price $Put price$