Question: Black-Scholes Model (LO2, CFA2) A stock with an annual standared deviation of 30 percent currently sells for $67. The risk-free rate is 3 percent. What

Black-Scholes Model (LO2, CFA2) A stock with an annual standared deviation of 30 percent currently sells for $67. The risk-free rate is 3 percent. What is the value of a put option with a strike price of $80 and 60 days to expiration?

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