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Intro The current price of a non-dividend-paying stock is $83 and the annual standard deviation of the rate of return on the stock is 20%.

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Intro The current price of a non-dividend-paying stock is $83 and the annual standard deviation of the rate of return on the stock is 20%. A European put option on the stock has a strike price of $80 and expires in 0.25 years. The risk-free rate is 6% (continuously compounded). B Attempt 2/10 for 10 pts. Part 1 What is the value of N(d) in the Black-Scholes formula? 2+ decimals Submit IB Attempt 2/10 for 10 pts. Part 2 What is the value of Nido)? 2+ decimals Submit

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