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2 0 . What is the price of an American put option on a non - dividend - paying stock when the stock price is

20 .

What is the price of an American put option on a non

-

dividend

-

paying stock when the stock price is $

24,

the strike price is $

30,

the risk

-

free interest rate is

5 %

per annum, the volatility is

30 %

per annum, and the time to maturity is

1

month? Use DerivaGem.

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