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1 . The stock price is $ 4 0 , the strike price is $ 4 0 , the risk - free rate is 1

1.The stock price is $40, the strike price is $40, the risk-free rate is 10% per annum, the volatility is 20%, and the time to maturity is 6 months. Use DerivaGem to calculate the value of a knock-in put option with the barrier at $38.

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