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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 and a put option exercisable in months time has an exercise price of Rs The riskfree rate of interest is per annum and the standard deviation volatility of the share price is Calculate the value of the put option using the BlackScholes formula.
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