Question: No Excel 2. Based on Black-Scholes, what are the prices of a call option and a put option with the following characteristics? Stock price Exercise


No Excel 2. Based on Black-Scholes, what are the prices of a call option and a put option with the following characteristics? Stock price Exercise price Risk-free rate Maturity Standard deviation $56 $60 5% per year, compounded continuously 3 months 52% per year
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