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Use the Black-Scholes Option Pricing Model for the following problem. Given: S0 = $0.70/; K = $0.70/; T = 70 days; rd = 0.06, rf=0.03

Use the Black-Scholes Option Pricing Model for the following problem. Given: S0 = $0.70/; K = $0.70/; T = 70 days; rd = 0.06, rf=0.03 annually; sigma = 0.205. What is the value of the put option? (25 MARKS)

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