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10 Evaluate this stock and option: S = $200 Time = 6 months Risk free 3% annual Strike = 220 Implied volatility = 20% What

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10 Evaluate this stock and option: S = $200 Time = 6 months Risk free 3% annual Strike = 220 Implied volatility = 20% What is the put value for this stock with no dividends? How many put option contracts for 100 lots of stock are needed for a hedge

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