Question: Please don't use Excel in Answer. Question 9 14 pts [Problems 11-12] 1) What is the price of a European call option on a non-dividend

Please don't use Excel in Answer.

Please don't use Excel in Answer. Question 9 14 pts [Problems 11-12]

Question 9 14 pts [Problems 11-12] 1) What is the price of a European call option on a non-dividend paying stock when the stock price is $50, the exercise price is $46, the risk-free rate is 12% per annum, the volatility is 30% per annum, and the time to maturity is six months? 2) What is the price of a European put option on a non-dividend-paying stock when the stock price is $60, the exercise price is $66, the risk-free rate is 12% per annum, the volatility is 30% per annum, and the time to maturity is six months

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