Stock price six months from the expiration of an option

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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 $13.50, the exercise price of the option is $13, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum. 

A) c = 1.09, p = 0.44

B) c = 1.43, p = 0.30

C) c = 0.50, p = 0.63

Reference no: EM13914983

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