The stock of Lead Zeppelin, a metal manufacturer, currently sells for $$74$ and has an annual standard deviation of $37$ percent. The riskfree rate is $3\mathrm{.}6$ percent. What is the value of a put option with a strike price of $$75$ and $61$ 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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$3$ of $10$

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