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Problem 9. Suppose that the security's price follows geometric Broumian motion. Find the risk-neutral valuation of a sir-month European put option to sell a security

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Problem 9. Suppose that the security's price follows geometric Broumian motion. Find the risk-neutral valuation of a sir-month European put option to sell a security for a price of 50 when the current price is 52, the continuous compounding interest rate is 5%, and the volatility of the security is 0.20

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