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Suppose that a stock is currently selling at $200 and that the risk-free continuously compounded annual log-return is 0.03. Assume that the volatility of annual

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Suppose that a stock is currently selling at $200 and that the risk-free continuously compounded annual log-return is 0.03. Assume that the volatility of annual log-returns is o=0.31. What is the price P of a European put option on this stock with an expiration date in 6 months and with an exercise price of $300? a. $831.90 b. $300 C. $245.67 d. $72.45 e. $96.33

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