Black-scholes option pricing model

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What is the price of a 9-month call option AND a 9-month put option BOTH with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information? Stock Price = $48 Strike Price = $45 Time to expiration = .75 Risk-free rate = .05 Std. Dev. = .25

Reference no: EM131004843

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