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The S&P 200 index currently stands at 6000 points and has a volatility of 20% per annum. The risk free interest rate is 8% per

The S&P 200 index currently stands at 6000 points and has a volatility of 20% per annum. The risk free interest rate is 8% per annum and the index provides a dividend yield of 3% per annum, both with continuous compounding. Using the BlackScholes model, calculate the value of a three month European put with an exercise price of 5900.

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