The stock price 2 months from the expiration of a European option is $99, the exercise price of the option is $61, the dividend yield is 4% per annum, the risk-free interest rate is 18% per annum, and...

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Extracted text: The stock price 2 months from the expiration of a European option is $99, the exercise price of the option is $61, the dividend yield is 4% per annum, the risk-free interest rate is 18% per annum, and the volatility is 38% per annum. Use the Black-Scholes-Merton formula to find the price of this call option. 4) 38.15 (В) 36.15 (С) 39.15 (D) 35.15 (E) 37.15 Select v Save The stock price 7 months from the expiration of a European option is $90, the exercise price of the option is $131, the dividend yield is 6% per annum, the risk-free interest rate is 14% per annum, and the volatility is 19% per annum. Use the Black-Scholes-Merton formula to find the price of this put option. A) 29.88 (B) 33.88 (C) 30.88 (D) 32.88 (E) 31.88