The current stock price of Johnson & Johnson is $42, and the stock dividends. The instantaneous risk-free rate of return is 4%. The instantaneous standard deviation of J&J's stock is 30%. You want to purcha exercise price of $36 and an expiration date 35 days from now. does not pay se a put option on this stock with an Using Black-Scholes, the put option should be worthtoday O.05 007 5.84 6.20