Find the maximum possible price for a 6-month put option on non-dividend paying stock with strike price

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Find the maximum possible price for a 6-month put option on non-dividend paying stock with strike price of $27 if the current stock price is $20, the annual expected stock return is equal to 15%, the variance of annual stock return is 20% and risk-free interest rate is equal to 8%

Posted Date: May 16, 2024 03:19 PM

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Find the maximum possible price for a 6-month put option on non-dividend paying stock with strike price

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