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Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration.
Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration. The underlying stock is selling for $64.50 currently and pays an annual dividend of $1.62. The standard deviation of the stocks returns is 0.16 and risk-free interest rate is 4.0%.
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