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The shares of ABC Ltd are currently priced at Rs . 1 2 0 and a put option exercisable in 6 months time has an

The shares of ABC Ltd are currently priced at Rs.120 and a put option exercisable in 6 months time has an exercise price of Rs.110. The risk-free rate of interest is 4% per annum and the standard deviation (volatility) of the share price is 18%. Calculate the value of the put option using the Black-Scholes formula.
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