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please answer both questions. upvote and good feedback will be given for trying and helping. Lemn 21. What is the price of a European put
please answer both questions. upvote and good feedback will be given for trying and helping.
Lemn 21. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $70, the risk-free interest rate is 8% per annum, the volatility is 30% per annum, and the time to maturity is six months? A. 8.74 B. 6.29 C. 5.35 D. 6.71 E. 4.16 22. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $70, the risk-free interest rate is 6% per annum, the volatility is 35% per annum, and the time to maturity is three months? A. 5.27 B. 6.29 C. 3.54 D. 4.71 E. 4.59 Step by Step Solution
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