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Intro The current price of a non - dividend - paying stock is $ 1 1 7 and the annual standard deviation of the rate
Intro
The current price of a nondividendpaying stock is $ and the annual standard deviation of the rate of return on the stock is A European put option on the stock has a strike price of $ and expires in years. The riskfree rate is continuously compounded
Attempt for pts
Part
What is the value of Nd in the BlackScholes formula?
decimals
Attempt for pts
Part
What is the value of Nd
decimals
Attempt for pts
Part
What should be the price premium of the put option?
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