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Let S = $43, s = 40%, r = 6%, and d = 3% (continuously compounded). Compute the Black-Scholes price for a $35-strike European put

Let S = $43, s = 40%, r = 6%, and d = 3% (continuously compounded). Compute the Black-Scholes price for a $35-strike European put option with 6 months until expiration.

a. $9.72

b. $1.33

c. $0.00

d. $1.72

e. $1.54

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