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S = $55, X =$45, r = 1%, T = 6 months, and Sigma = 0.2. The price of the put option is a. $0.00

S = $55, X =$45, r = 1%, T = 6 months, and Sigma = 0.2. The price of the put option is a. $0.00 O b. $10.00 O c. $10.45 d. $0.45 Oe. $0.23

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