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The stock of Lead Zeppelin, a metal manufacturer, currently sells for $82 and has an annual standard deviation of 37 percent. The risk-free rate is

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The stock of Lead Zeppelin, a metal manufacturer, currently sells for $82 and has an annual standard deviation of 37 percent. The risk-free rate is 4.4 percent. What is the value of a put option with a strike price of $86 and 62 days to expiration? (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Put option $

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