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Let S = $58, s = 28%, r = 5%, and d = 2% (continuously compounded). Compute the Black-Scholes price for a $60-strike European put

Let S = $58, s = 28%, r = 5%, and d = 2% (continuously compounded). Compute the Black-Scholes price for a $60-strike European put option with 3 months until expiration.

CORRECT ANSWER:

$4.09

Please show how to solve. Thank you!

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