Question: 2. Using the Black-Scholes option pricing model, find the values of call and put options given the following data: begin{tabular}{|l|l|l|l|l|} hline & a) & b)
2. Using the Black-Scholes option pricing model, find the values of call and put options given the following data: \begin{tabular}{|l|l|l|l|l|} \hline & a) & b) & c) & d) \\ \hline Spot Price (c) & 53 & 82 & 38 & 70 \\ \hline Strike Price (c) & 41 & 94 & 38 & 72 \\ \hline Time (months) & 7 & 17 & 25 & 3 \\ \hline Rate & 5% & 9% & 8% & 5% \\ \hline Standard deviation & 28% & 22% & 20% & 25% \\ \hline \multicolumn{1}{|c|}{d1} & 1.44 & 0.10 & 0.72 & 0.5 \\ \hline \end{tabular}
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