# Use Black-Scholes model to price the call of a stock with the following characteristics: Stock price 100, strike price 95, interest rate 10%, 3…

Use Black-Scholes model to price the call of a stock with the following characteristics:

Stock price 100, strike price 95, interest rate 10%, 3 months to expiration, and a standard deviation of 0.50.

Part B – Price the Put for the stock described above