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Black-Scholes Model (LO2, CFA2) The stock of Lead Zepplin, a metal manufacturer, currently sells for $68 and has an annual standard deviation of 41 percent.

Black-Scholes Model (LO2, CFA2) The stock of Lead Zepplin, a metal manufacturer, currently sells for $68 and has an annual standard deviation of 41 percent. The risk-free rate is 6 percent. What is the value of a put option with a strike price of $70 and 45 Days to expiration?

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