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Shares of VBS currently trade for R88. The company is said to pay a dividend yield of 7.2% per annum. A put option on VBS

Shares of VBS currently trade for R88. The company is said to pay a dividend yield of 7.2% per annum. A put option on VBS Shares expiring in 6 months has a strike price of R86. Using the complex interpolation, determine the price of this put option if one can borrow at 6.5% per annum and the calculated d1 and d2 values are 1.023938 and 0.848376, respectively?

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