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Problem 21-12 Use the Black-Scholes formula for the following stock: Time to expiration 6 months 50 per year $52 $50 36 Standard deviation Exercise price

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Problem 21-12 Use the Black-Scholes formula for the following stock: Time to expiration 6 months 50 per year $52 $50 36 Standard deviation Exercise price Stock price Annual interest rate Dividend Calculate the value of a put option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a put option

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