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A new European - style floating lookback put option on a stock index has a maturity of 6 months. The index's current level is 4

A new European-style floating lookback put option on a stock index has a maturity of 6 months. The index's current level is 400, the risk-free rate is 5% per annum, the dividend yield is 2% per annum, and the volatility is 25%. Use DerivaGem to value the option.

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