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What is the price of a $30 strike put? Assume S-$28.50, sigma=0.32,r=0.04, the stock pays a 1.0% continuous dividend and the option expires in 110

What is the price of a $30 strike put? Assume S-$28.50, sigma=0.32,r=0.04, the stock pays a 1.0% continuous dividend and the option expires in 110 days?

a) $2.70

b) 3.10

c) 1.80

d) 3.20

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