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What is the price of a European put option on a non-dividend-paying stock when the stock price is $70, the strike price is $75, the
What is the price of a European put option on a non-dividend-paying stock when the stock price is $70, the strike price is $75, the risk-free interest rate is 10% per annum, the volatility is 25% per annum, and the time to maturity is six months?
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