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Question 17 1 Consider a stock that pays no dividends with price $70 and volatility 28%. Suppose the (annual effective) risk-free rate is 2.5%. What

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Question 17 1 Consider a stock that pays no dividends with price $70 and volatility 28%. Suppose the (annual effective) risk-free rate is 2.5%. What is the (Black-Scholes) value of a put with strike price of $65 and 5 months to maturity? (Hint: to find the answer, combine our option pricing formulas from multiple classes) a

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