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Stock ABCD is currently trading for $24.35. A European put option with a strike price of $25.00 will expire in 12 days. The volatility of

Stock ABCD is currently trading for $24.35. A European put option with a strike price of $25.00 will expire in 12 days. The volatility of the underlying stock is 40% and the risk-free interest rate is 3%.

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