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show work 5. [1 point] If pricing a 6-month option on a dividend paying stock, what value for So should be used in the BSM
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5. [1 point] If pricing a 6-month option on a dividend paying stock, what value for So should be used in the BSM pricing equation? Assume the stock's current price is $175 per share. The strike price on a put option is also $175. The stock's volatility is 32% and the risk-free rate is 8%. A dividend of $4.25 is expected in three monthsStep by Step Solution
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