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12. Use the Black-Scholes formula to find the value of the following put option. (a) Time to expiration 1 year (b) Standard deviation 20% per

12. Use the Black-Scholes formula to find the value of the following put option. (a) Time to expiration 1 year (b) Standard deviation 20% per year (c) Exercise price $100 (d) Stock price $100 (c) Interest rate 3%

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