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Find the Black-Scholes value of a put option on the stock in Problem 11 with the same exercise price and expiration as the call option.

Find the Black-Scholes value of a put option on the stock in Problem 11 with the same exercise price and expiration as the call option.

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11. Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 50% per year $50 $50 3%

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