Question
A European PUT option written on one share of Deadwood LumberCo. stock has the following parameter values: S = $28, X = $30, r =5%
A European PUT option written on one share of Deadwood LumberCo. stock has the following parameter values: S = $28, X = $30, r =5% p.a., sigma = 40% p.a., T = 6 months. Find the premium of thisoption, rounded to 2 decimals
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