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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 56$ per

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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 56$ per year $55 $54 68 0 Calculate the value of a put option. (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Value of a put option

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