Question: A put option and a call option with an exercise price of $80 and four months to expiration sell for $3.39 and $5.79, respectively. If

respectively. If the risk-free rate is 5.6 percent per year, compounded continuously,

A put option and a call option with an exercise price of $80 and four months to expiration sell for $3.39 and $5.79, respectively. If the risk-free rate is 5.6 percent per year, compounded continuously, what is the current stock price? Multiple Choice $80.92 $84.16 Considser the following information on a particular stock: What is the delta of a call option? What is the delta of a put option

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