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What is the price of a European put option with the following parameters? s0 = $42 k = $40 r = 10% sigma = 20%

What is the price of a European put option with the following parameters?

s0 = $42 k = $40 r = 10% sigma = 20% T = 0.5 years

(required precision 0.01 +/- 0.01)

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