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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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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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

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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