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Consider S0 = $360, strike price = $420, risk-free interest rate = 3%, time to maturity = 10 months, and standard deviation of underlying stock
Consider S0 = $360, strike price = $420, risk-free interest rate = 3%, time to maturity = 10 months, and standard deviation of underlying stock price = 23%. Find a put option price under Black-Scholes Option Pricing Model.
a.
$49.14523
b.
$32.84235
c.
$62.85899
d.
$73.40062
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