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Investment Mathematics 26.16. For a European put option on a stock, you are given: (i) The stock's price is 50. (ii) The put premium is

Investment Mathematics

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26.16. For a European put option on a stock, you are given: (i) The stock's price is 50. (ii) The put premium is 1.84. (iii) A = -0.42 (iv) I' = 0.014. Determine the approximate value of the put if the stock's price increases to 52 instantaneously

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