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Problem 8 a) You are given the data below for pricing a European Put option. Solve for d, and d2. So = $70.00 K =
Problem 8 a) You are given the data below for pricing a European Put option. Solve for d, and d2. So = $70.00 K = $69.00 r = 4.0% q = 0% T = 0.25 o = 0.3 b) Now, you are given the following values: N(d1) = 0.5939 N(D2) = 0.5349 Calculate the price of the European Put Option based on the information in a) above
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