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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price 6 months 57% per year $44 Stock price $42

Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price 6 months 57% per year $44 Stock price $42 Annual interest rate 2% Dividend 0 Calculate the value of a put option. Note: Do not round intermediate calculations. Round your answer to 2 decimal places. Value of a put option

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