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The variance of a company's stock returns is 25%. The risk free rate is 2% per quarter. If the company's stock is currently selling for

The variance of a company's stock returns is 25%. The risk free rate is 2% per quarter.

If the company's stock is currently selling for 100, determine the value (V)of a 3-monthEuropeanPutwith a strike price of 108 .

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