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Thanks! a. Find the Black-Scholes value of a put option on the following non-dividend paying stock: Time to maturity: 6 months (1/2 year) Standard Deviation:

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a. Find the Black-Scholes value of a put option on the following non-dividend paying stock: Time to maturity: 6 months (1/2 year) Standard Deviation: 40% per year Exercise price: $50 Current stock price: $50 Interest rate: 10%

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