Problem 13 Intro The current price of a non-dividend-paying stock is $291.2 and the annual standard deviation of the rate of return on the stock is 23%. A European put option on the stock has a strike price of $280 and expires in 0.75 years. The risk-free rate is 6% (continuously compounded). 18 Attempt 1/10 for 10 pts. Part 1 What should be the price (premium) of the put option? 1+ decimals Submit Intro The current price of a non-dividend paying stock is $480.77 and the annual standard deviation of the stock's return is 58%. The risk-free rate is 3.3% (continuously compounded). A European put option on the stock has a strike price of $500 and expires in 0.5 years. A B 480.77 1 Inputs 2 Stock price 3 Exercise price 4 Expiration (years) 5 St.Dev. of returns 500 0.5 0.58 dend yield 7 Risk-free rate 0.033 Attempt 1/10 for 10 pts. Part 1 What should be the price (premium) of the put option? 0+ decimals Submit