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Question 18 Not yet answered Marked out of 5.00 p Flag question Option valuation, Black & Scholes: The strike price of the European put is

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Question 18 Not yet answered Marked out of 5.00 p Flag question Option valuation, Black & Scholes: The strike price of the European put is 20, volatility is 20%, stock price is 28.57 and yearly +4%. T=1. In addition the following formulae are given: d=In(S/PV(X)(OT)+L(OT" y2) and d.d.- OT"Calculate a value for de Select one: o A. d = 2.08 O B. d.- 4.08 O C. d = 20

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