Question: What is the price of a European put option on a non-dividend-paying stock Ramsay Health Care Limited, when the stock price is $69, the strike
What is the price of a European put option on a non-dividend-paying stock Ramsay Health Care Limited, when the stock price is $69, the strike price is $70, the risk-free interest rate is 5% per annum, the volatility is 35% per annum and the time to maturity is six months?
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