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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Interest rate = = = 6 months 46

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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Interest rate = = = 6 months 46 % per year $48 $46 6% per year = Calculate the value of a put option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Value of a put option $0

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