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The 6-month forward price of the S&P 500 Index is 1400 and the volatility of the index is 15%. What is the price of a

The 6-month forward price of the S&P 500 Index is 1400 and the volatility of the index is 15%. What is the price of a put option that expires in 6 months if the strike price is 1450, risk free rate is 5% (continuous). The dividend yield on the is 3%.

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