There is an american put option on a stock that expires in, Ask an Expert

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There is an American put option on a stock that expires in two months. The stock price is $82, and the standard deviation of the stock returns is 67 percent. The option has a strike price of $90, and the risk-free interest rate is an annual percentage rate of 6 percent. What is the price of the option?

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92882631

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