Black-scholes what are the prices of a call option and a, Ask an Expert

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Black-Scholes. What are the prices of a call option and a put option with the following characteristics?

Stock price = $93

Excerise price = $90

Risk-free rate = 4% per year, compounded continuously

Maturity = 5 months

Standard deviation = 53% per year

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M91780623

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