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5 Use the Black-Scholes formula for the following stock: 10 points Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6

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5 Use the Black-Scholes formula for the following stock: 10 points Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 42% per year $45 $43 2% 0 Skipped eBook Calculate the value of a put option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) References Value of a put option

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