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Problem 21-12 Use the Black-Scholes formula for the following stock: 6 months 55% per year $51 Time to expiration Standard deviation Exercise price Stock price

Problem 21-12 Use the Black-Scholes formula for the following stock: 6 months 55% per year $51 Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend $49 5% 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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