Question: Please do work by hand to get credit. Can't be done in excel An index currently stands at 1,387 and has a volatility of 31%

Please do work by hand to get credit. Can't be done

Please do work by hand to get credit. Can't be done in excel

An index currently stands at 1,387 and has a volatility of 31% per annum. The risk-free rate of interest is 3.75% per annum and the index provides a dividend yield of 2.15% per annum. Calculate the value of a six-month European put with an exercise price of 1,375

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