Use black scholes to value the put and call given the, Ask an Expert

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Use Black Scholes to Value the put and call given the following criteria. The stock price six months from the expiration of an option is $43.00, the exercise price of the option is $39, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

c = 3.16, p = 1.06

c = 6.33, p = 0.43

c = 4.00, p = 1.90

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Financial Management, Finance

Category:- Financial Management
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