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Q5. A stock price is currently $95. It is known that at the end of four months it will be either $90 or $100. The

Q5. A stock price is currently $95. It is known that at the end of four months it will be either $90 or $100. The risk-free interest rate is 5% per annum with continuous compounding. What is the value of a four-month European put option with a strike price of $95

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