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given the following information, what is the value of the corresponding call and put options? stock...

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

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Expert Solution

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*

jeff jeffy answered 1 year ago
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