Question: Determine the requested Black-Scholes option pricing model inputs given the information below and the assumption of a 360-day year. Next, price the requested options:

Determine the requested Black-Scholes option pricing model inputs given the information below

Determine the requested Black-Scholes option pricing model inputs given the information below and the assumption of a 360-day year. Next, price the requested options: $ Spot price of underlying security: Risk-free rate (APR): Annual return volatility: Option days to maturity: Option Exercise Price: Value a call option: Value a put option: $ 25.85 4.70% 47.50% 199 25.00 ($100.000000) ($xx.10000) Find "d1% Find "d2": Find N(1): Find N(62) Format for all answers: HINT: Use Put-Call Parity use NORMSDIST() function use NORMSDIST() function

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