What would be the price of a two-month European put option on a non-dividend-paying stock when the

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What would be the price of a two-month European put option on a non-dividend-paying stock when the stock price is $68,50. the strike price is $70. and the risk-free interest rate is 5% per annum?
Assume a volatility of 60% for this stock.

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Contemporary Engineering Economics

ISBN: 9780134105598

6th Edition

Authors: Chan Park

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Question Posted: Dec 26, 2022 03:56 AM

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What would be the price of a two-month European put option on a non-dividend-paying stock when the

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