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Black-scholes prices of the call and put options

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A stock is currently trading for $24. European call and put options with a strike of $25 will expire in 125 days. If the volatility of the underlying stock is 40% and the risk-free interest rate is 3% (based on continuous compounding), what are the Black-Scholes prices of the call and put options?

Reference no: EM132730266

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