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Consider a 3-month European put option on a non-dividend paying stock. The current stock price is $52, the strike price is $50, the risk-free interest

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Consider a 3-month European put option on a non-dividend paying stock. The current stock price is $52, the strike price is $50, the risk-free interest rate is 12% per annum, and the volatility is 30% per annum. What is the price of the put according to the Black-Scholes-Merton model

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