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Assume a stock trades at $100, the volatility of the stock is 33%, the stock pays a 1.4% continuous dividend, and the risk-free interest rate

Assume a stock trades at $100, the volatility of the stock is 33%, the stock pays a 1.4% continuous dividend, and the risk-free interest rate is 3.6%. What is the price of a $105 strike put option expiring in 130 days? Correct answer is 10.22, how is this calculated?

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