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Suppose a stock with an annual volatility of 20%, is trading at S60 and do not pay dividend Annual risk-free rate is it-2%. Use the

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Suppose a stock with an annual volatility of 20%, is trading at S60 and do not pay dividend Annual risk-free rate is it-2%. Use the Black-Scholes formula to Ind the value of a put option with a strike price of K = $61 and time to maturity of 24 months

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