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A stock sells for $50 and with a standard deviation of 20% per year. What is the market value of a European Put option with
- A stock sells for $50 and with a standard deviation of 20% per year. What is the market value of a European Put option with strike $55 expiring in three months? Assume an annual risk free rate of 4% compounded continuously.
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Financial Management Theory And Practice
Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason
3rd Canadian Edition
017658305X, 978-0176583057
