Question: Let S - $78,0 - 40%,r-6,5%, and 8 - 2% (continuously compounded). Compute the Black-Scholes price for a $70-strike European put option with 3 months

Let S - $78,0 - 40%,r-6,5%, and 8 - 2% (continuously compounded). Compute the Black-Scholes price for a $70-strike European put option with 3 months until expiration a $11.21 b. $1.95 O $0.00 d. 53.21 O. 52.47

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