Question: s ] Let S = 7 5 , r = 0 . 0 3 , = 0 . 0 2 , = 0 . 2

s] Let S =75, r =0.03, =0.02, =0.25 a) Find the price of an 80-strike European call option expiring in 6 months using the Black-Scholes framework. b) Find the price of an 80-strike European put option expiring in 6 months using the Black-Scholes framework.

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