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The stock of Lead Zeppelin, a metal manufacturer, currently sells for $ 7 8 and has an annual standard deviation of 3 0 percent. The

The stock of Lead Zeppelin, a metal manufacturer, currently sells for $78 and has an annual standard deviation of 30 percent. The risk-free rate is 4.2 percent. What is the value of a put option with a strike price of $80 and 45 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
Value of a put option
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