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What is the put option premium given the following information? Time (years) 0.5 Strike price $ 35.00 Stock price $ 33.00 Risk-free rate 2.20% Volatility

What is the put option premium given the following information?

Time (years)	0.5
Strike price	$ 35.00
Stock price	$ 33.00
Risk-free rate	2.20%
Volatility	35%

Multiple Choice

$1.58

$2.01

$2.59

$3.96

$4.20

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