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QUESTION 2 IBM stock currently sells for 64 dollars per share. The implied volatility equals 40.0. The risk-free rate of interest is 5.5 percent continuously

QUESTION 2

  1. IBM stock currently sells for 64 dollars per share. The implied volatility equals 40.0. The risk-free rate of interest is 5.5 percent continuously compounded. What is the value of a put option with strike price 69 and maturity 9 months?
    a.
    b.
    c.
    d.

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