Calculate the deltas of the call and put

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Reference no: EM13934887

A stock has a price of $31 and an annual return volatility of 59 percent. The risk-free rate is 3.03 percent. Perform calculations in Excel

1. Calculate the call and put option prices with a strike price of $29 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" sign in your response.)

2. Calculate the deltas of the call and put

Reference no: EM13934887

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