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Use the following information to calculate the theoretical Put option price via the Black Scholes Model.

Stock price: $22

Strike price: $24

Days to maturity by days in year: 120/365

Risk free rate: 0.08

Standard deviation: 0.25

Variance of return: 0.0625

 

Basic Finance, Finance

  • Category:- Basic Finance
  • Reference No.:- M9870295

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