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Option has a strike price of $75 and expires 65 days from today. The return on a 65-day T-bill is 3.5% per year compounded continuously.

Option has a strike price of $75 and expires 65 days from today. The return on a 65-day T-bill is 3.5% per year compounded continuously. G current stock price is $58 per share and the standard deviation of returns on NY is 46%. What is the value of this put option?

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