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The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest

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The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest rate of 2% and a dividend rate of 1%? The volatility is 45%. Need to calculate using the Black Scholes formula $11.02 $11.22 $11.68 $11.73 Next Page Page 4 of 4

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