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please do not use excel 1. The Two-Step Company stock is currently selling for $27. There is a put option on the stock with an
please do not use excel
1. The Two-Step Company stock is currently selling for $27. There is a put option on the stock with an exercise price of $26 with 9 months to maturity. The risk free rate is 1.5% and the variance is .0625 A. What is the value of the put? Provide all your calculations for components (N(-d1), etc.) B. What is the value of the call using Put-Call parity? C. If Two-Step paid a dividend of $0.54 per share what would be the value of the put Step by Step Solution
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