Question

GIVEN: Spot price = $50 Strike Price  = $54 Time to expiration = 6 months Risk Free...

GIVEN:

Spot price = $50

Strike Price  = $54

Time to expiration = 6 months

Risk Free rate = 3%

Variance = 22%  (use for volatility)

FIND:

Price of a European Put option

Price of a European Call option

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