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What are the prices of a call option and a put option with the following characteristics?(Do...

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Finance

What are the prices of a call option and a put option with thefollowing characteristics?(Do not round intermediatecalculations and round your final answers to 2 decimal places(e.g., 32.16).)

Stock price=$85
Exercise price=$80
Risk-free rate=3.8% per year, compounded continuously
Maturity=5 months
Standard deviation=55% per year
  Call price$   
  Put price$   

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Transcribed Image Text

What are the prices of a call option and a put option with thefollowing characteristics?(Do not round intermediatecalculations and round your final answers to 2 decimal places(e.g., 32.16).)Stock price=$85Exercise price=$80Risk-free rate=3.8% per year, compounded continuouslyMaturity=5 monthsStandard deviation=55% per year  Call price$     Put price$   

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