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What is the price of a European put option on a non-dividend-paying stock when the stock price is $99, the strike price is $101, the

What is the price of a European put option on a non-dividend-paying stock when the stock price is $99, the strike price is $101, the continuously compounded risk-free rate is 2% per annum, the standard deviation is 35% per annum, and the time to maturity is six months?

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