Asset Valuation

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Question

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

Stock price = $74
Exercise price = $70
Risk-free rate = 4.40% per year, compounded continuously
Maturity = 4 months
Standard deviation = 62% per year

Call price $
Put price $