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Use the Black-Scholes model to determine the price of a European put option on a non-dividend paying stock when the stock price is $96.50, the

Use the Black-Scholes model to determine the price of a European put option on a non-dividend paying stock when the stock price is $96.50, the strike price is $95, the risk free rate is 6% per year, the volitility is 17% per year, and the time to maturity is two months.

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