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Previous Problem Problem List Next Problem (1 point) A stock currently trades at $41. The...

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Previous Problem Problem List Next Problem (1 point) A stock currently trades at $41. The continuously compounded risk-free rate of interest is 2%, and the volatility of the stock return is 10%. Use the Black-Scholes formula to compute each of the following (round each answer to the nearest penny). a) The price of a 1-year European call option, struck at $44. Price $ b) The price of a 1-year European put option, struck at $44. Price $

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