Question: Please answer question and show all work. Thanks! The stock price 6 months from the expiration of an option is $46, the exercise price of

Please answer question and show all work. Thanks!

The stock price 6 months from the expiration of an option is $46, the exercise price of the option is $42, the risk free interest rate is 12% per annum, and the volatility is 24% per annum. Find the value of European call option premium and European put option premium 7

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