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Question: Calculate the price of a three-month European put option on a non-dividend-paying stock with a strike price of $50 when the current stock price is $50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum. I have seen other examples but I am confused by the mathematical constant and N (how do you find them?)

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Basic Finance, Finance

Category:- Basic Finance
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