What are the prices of a call option and a put option with the following characteristics? Stock

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What are the prices of a call option and a put option with the following characteristics?
Stock price = $57
Exercise price = $55
Risk-free rate = 6% per year, compounded continuously
Maturity = 3 months
Standard deviation = 36% per year

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Corporate Finance Core Principles and Applications

ISBN: 978-0077905200

3rd edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford

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Question Posted: Oct 01, 2015 07:11 AM

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What are the prices of a call option and a put option with the following characteristics? Stock

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