What are the prices of a call option and put option

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What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)

Stock price = $70

Exercise price = $65

Risk-free rate = 4.20% per year, compounded continuously

Maturity = 4 months

Standard deviation = 60% per year

Reference no: EM131555615

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