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The stock price is $ 4 0 , the strike price is $ 4 0 , the risk - free rate is 1 0 %

The stock price is $

40,

the strike price is $

40,

the risk

-

free rate is

10 %

per annum, the volatility is

20 %,

and the time to maturity is

6

months. Use DerivaGem to calculate the value of a knock

-

in put option with the barrier at $

38 .

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