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Hi I need help on the following question: Use the Black-Scholes formula for the following stock: Time to expiration = 6 months Standard deviation =

Hi I need help on the following question:

Use the Black-Scholes formula for the following stock:

Time to expiration = 6 months
Standard deviation = 50 % per year
Exercise price = $52
Stock price = $50
Interest rate = 3 %

Calculate the value of a put option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Value of a put option

$

Thank you

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