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Calculate the option price using the following information: Option type European put Time to expiration 18 months Strike price 2500 Underlying type Index Current underlying
Calculate the option price using the following information:
| Option type | European put |
| Time to expiration | 18 months |
| Strike price | 2500 |
| Underlying type | Index |
| Current underlying index | 2700 |
| Underlying dividend yield | 2% |
| Underlying volatility | 20% |
| Risk-free rate | 3% |
| Pricing model | Black-Scholes formula |
Group of answer choices
145.99
213.90
230.77
274.32
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Gender And Finance
Authors: Ylva Baeckström
1st Edition
103205557X, 978-1032055572
