Question: Homework 9 (PS): CH 20, CH 21 i Saved Help S 10 Use the Black-Scholes model to find the value for a European put option

Homework 9 (PS): CH 20, CH 21 i Saved Help S

Homework 9 (PS): CH 20, CH 21 i Saved Help S 10 Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62 and four months to expiration. The underlying stock is selling for $63.5 currently and pays an annual dividend of $2.07. The standard deviation of the stock's returns is 0.235 and risk-free interest rate is 0.055%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.) 10 points Put value $ 1.88 02:16:21 eBook Print References

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