Given the following information, calculate the three-month price of a put that is consistent with the Black-Scholes

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Given the following information, calculate the three-month price of a put that is consistent with the Black-Scholes model:
Ps = $32, E = $45, R = .06, a = .35

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Fundamentals of Investments

ISBN: 978-0132926171

3rd edition

Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey

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Question Posted: Mar 16, 2016 03:02 AM

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Given the following information, calculate the three-month price of a put that is consistent with the Black-Scholes

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Using the Bl ackScholes model the value of a put equals P p E e RT N d 2 P s ...View the full answer

Fundamentals of Investments

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