A stock has a price of . It has an Exercise Price of expiring in year(s). The risk free force of interest rate is with standard deviation σ (volatility) for continuous rate of return of . Calculate the value of the Generate Practice Problem Practice Problem

The following practice problem has been generated for you:

A stock has a price of 86. It has an Exercise Price of 129 expiring in 3 year(s). The risk free force of interest rate is % with
standard deviation (volatility) for continuous rate of return of 0.4. Calculate the value of the following options:

Call Option
Put Option