Question: Same as before, except we will use the risk neutral method to evaluate it. At the close of trading on October 11, 2013, the stock

Same as before, except we will use the risk neutral method to evaluate it. At the close of trading on October 11, 2013, the stock price of Facebook (FB)

was $49.11, the standard deviation of daily returns is 74.73%, the yield on a sixmonth U.S. Treasury Bill was 0.12%, the exercise price of an March 45 call on Facebook was $45.00, the exercise price of an March 45 put on Facebook was

$45.00, and the time to maturity for both March 22, 2014 maturity options was 0.4472 years. The dividend yield is 1.00%. What is the price of a March 45 call and a March 45 put on Facebook?

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