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a non-dividend paying stock is currently trading at $6 and its volatility is 30% per annum. Risk free rate is 12% per annum. Consider European

a non-dividend paying stock is currently trading at $6 and its volatility is 30% per annum. Risk free rate is 12% per annum. Consider European put option with a strike price of $58 that will expire in three months. What is the price of this put option based on black-scholes model?

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