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Exercise 7.4 What is the risk-neutral valuation of a six-month European put option to sell a security for a price of 100 when the current

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Exercise 7.4 What is the risk-neutral valuation of a six-month European put option to sell a security for a price of 100 when the current price is 105, the interest rate is 10%, and the volatility of the security is .30

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