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Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration The underlying stock is selling for $63.00 currently and pays an annual dividend of $1 62 The standard deviation of the stock s returns is 0.16 and risk-free interest rate is 4 0% (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.

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