What is the price of the call and the put

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Reference no: EM131424428

Black-Scholes Go to www.option-price.com . Find the stock options calculator. The call option and put option on a stock expire in 30 days. The strike price is $50 and the current stock price is $51.20. The standard deviation of the stock is 60 percent per year, and the risk-free rate is 4.8 percent per year, compounded continuously. What is the price of the call and the put? What are the deltas?

Reference no: EM131424428

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