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Question 19 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 19 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 free=4%. T=1. In addition the following formulae are given: d =In[S/PV(X)(OT +(OT 2] and d =d, OT!2.Calculate a value for dy Select one: O A. d =1.88 o B. dz=3.88 O C. d=76

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