# 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 | $ |