Question: Use the Black-Scholes option pricing model for the following problem. Given:SO= $70; X= $70; T= 70 days; r= 0.06 annually (0.0001648 daily); =0.020506 (daily). No
Use the Black-Scholes option pricing model for the following problem. Given:SO= $70; X= $70; T= 70 days; r= 0.06 annually (0.0001648 daily); =0.020506 (daily). No dividends will be paid before option expires. The values of the call and put options are ______and _____.
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