What are the prices of call option and put option

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Reference no: EM131821437

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 = $93 Exercise price = $90 Risk-free rate = 4.20% per year, compounded continuously Maturity = 4 months Standard deviation = 51% per year.

Reference no: EM131821437

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