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The current stock price of Well-Tempered Flugelhorns (WTF) is $40 with an instantaneous standard deviation of 20%. If the risk-free rate is 3%, what is

The current stock price of Well-Tempered Flugelhorns (WTF) is $40 with an instantaneous standard deviation of 20%. If the risk-free rate is 3%, what is the value of a put option with an exercise price of $45 that expires in 6 months?

Bring out 4 decimal places

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