Question: Please don't use Excel in Answer. Question 10 7 pts [Problem 13] A stock index is currently at 1300 with a volatility of 30% per

Please don't use Excel in Answer.

Please don't use Excel in Answer. Question 10 7 pts [Problem 13]

Question 10 7 pts [Problem 13] A stock index is currently at 1300 with a volatility of 30% per annum. The risk-free rate is 12% per annum and the index provides a dividend yield of 6% per annum. Calculate the value of a three- month European put with a strike price of 1350

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