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Stock X price is $100 and could go up by 17% or down by 15% in each six-month period. A (a) Find a equivalent standard

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Stock X price is $100 and could go up by 17% or down by 15% in each six-month period. A (a) Find a equivalent standard deviation of returns of stock X. (b) What is the value of the put? 12. Use the Black-Scholes formula to find the value of the following put option. (a) Time to expiration 1 year (b) Standard deviation 20% per year (c) Exereise price $100 (d) Stock price $100 (c) Interest rate 3%

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