Question: 6. Consider a stock that trades for $35. A put and a call on this stock both have an exercise price of $42 and they

6. Consider a stock that trades for $35. A put and

6. Consider a stock that trades for $35. A put and a call on this stock both have an exercise price of $42 and they expire in 180 days. If the risk-free rate is 6 percent and the standard deviation is .40, compute the price of a put and a call according to the Black-Scholes Model

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