What are the prices of a call option and a put option with the following characteristics? (Do

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What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)

Stock price	=	$86
Exercise price	=	$85
Risk-free rate	=	5.00% per year, compounded continuously
Maturity	=	4 months
Standard deviation	=	62% per year


Call price	$
Put price	$

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Corporate Finance Core Principles and Applications

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Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford

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Posted Date: Mar 08, 2024 04:24 AM

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What are the prices of a call option and a put option with the following characteristics? (Do

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Corporate Finance Core Principles and Applications

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