In: Finance
given the following information, what is the value of the corresponding call and put options? stock price (P) is $35.60, exercise price (EX) is $50, time to expiry is nine months, royalty-free rate (rRF) is 3.25%, standard deviation is 45%, and d1 is -0.78921
Value of Call = $1.84
Value of Put = $15.03
*Please comment if you face any difficulty and please don't forget to provide positive rating*