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Question 15 5 pts A European put option on ENRON stock has a strike price $130.0 and matures in 8.0 months. The continuously compounded risk-free

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Question 15 5 pts A European put option on ENRON stock has a strike price $130.0 and matures in 8.0 months. The continuously compounded risk-free rate is 9.5 percent per year. If the price of ENRON stock goes to zero, what is the value of the put option? 122.02 0 113.79 130.0 138.50

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