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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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