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

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Accounting

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 = $70
Exercise price = $65
Risk-free rate = 4.20% per year, compounded continuously
Maturity = 4 months
Standard deviation = 60% per year

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