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IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5

IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. What is the value of a put option with strike price 45 and maturity of 5 months? A. 1.9758 B. 0.47298 C. 2.0945 D. 1.4335 E. 1.7732

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