Question: Suppose S = $41, K = $40, s = 0.30, r = 0.08, T = 1, dividend yield = 0, and the call option price

Suppose S = $41, K = $40, s = 0.30, r = 0.08, T = 1, dividend yield = 0, and the call option price is $6.961 and =0.6911. What are the elasticities for call and put?

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