Question
What is the price of a European put option on a non-dividend-paying stock when the stock price is $84 , the strike price is $85
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What is the price of a European put option on a non-dividend-paying stock when the stock price is $84 , the strike price is $85 , the risk-free interest rate is 8.0% per annum, the volatility is 25% per annum, and the time to maturity is six months? [CH15Q2V16]
7.77
6.29
8.82
4.74
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Contemporary Financial Management
Authors: R. Charles Moyer, James R. Mcguigan, William J. Kretlow
9th Edition
032416470X, 9780324164701
