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According to the Black-Scholes option pricing formula, what would be the correct price (rounded to the nearest cent) for a 6-month European put option, given

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According to the Black-Scholes option pricing formula, what would be the correct price (rounded to the nearest cent) for a 6-month European put option, given the following parameters: Current Stock Price Option Exercise Price Annual Dividend Rate Annual Risk-free Rate (Continuously Compounded) Annual Volatility $40 $45 0% 590 3090 $2.13 $2.12 $5.82 $1.93 None of the above

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