Question: please answer both questions. upvote and good feedback will be given for trying and helping. E for question 20 is 4.75. Learn at San Franco
Learn at San Franco Sale TV 19. What is the price of a European call option on a non-dividend-paying stock when the stock price is $51, the strike price is $50, the risk-free interest rate is 10% per annum, the volatility is 30% per annum, and the time to maturity is three months? A. 4.23 B. 3.90 C. 3.45 D. 6.78 E. 5.12 20. What is the price of a European call option on a non-dividend-paying stock when the stock price is $52, the strike price is $50, the risk-free interest rate is 10% per annum, the volatility is 30% per annum, and the time to maturity is three months? A. 3.76 B. 4.90 C. 5.45 D. 6.78 17
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