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The stock of Lead Zeppelin, a metal manufacturer, currently sells for $ 6 8 and has an annual standard deviation of 4 1 percent. The

The stock of Lead Zeppelin, a metal manufacturer, currently sells for $68 and has an annual standard deviation of 41 percent. The risk-free rate is 6 percent. What is the value of a put option with a strike price of $70 and 45 days to expiration?
Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.

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