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TSLA is a non - dividend paying stock. The price of one TSLA share today is $ 1 4 1 . TSLA price volatility is

TSLA is a non-dividend paying stock. The price of one TSLA share today is $141. TSLA price volatility is 71% per annum. The Treasury spot curve is flat at 4% per annum. Use Black-Scholes-Merton to value a 1-year European Put option on the stock with a strike price of $141.

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