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There is a European put option on a stock that expires in two months. The stock price is $ 8 9 and the standard deviation

There is a European put option on a stock that expires in two months. The stock price is $89 and the standard deviation of the stock returns is 69 percent. The option has a strike price of $96 and the risk-free interest rate is an annual percentage rate of 5.2 percent. What is the price of the put option today?

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