What are the prices of call option and put option

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Reference no: EM131974794

What are the prices of a call option and a put option with the following Characteristics?

Stock price = $79

Exercise price = $75

Risk-free rate = 3.50% per year, compounded continuously

Maturity = 5 months

Standard deviation = 58% per year

Call price $

Put price $

Reference no: EM131974794

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