Question: Please explain rather than submitting an excel file and include all the formulas. 11.0 points Use the Black-Scholes model to find the value for a

Please explain rather than submitting an excel file and include all the formulas.

Please explain rather than submitting an excel file and include all the

11.0 points Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration. The underlying stock is selling for $64.50 currently and pays an annual dividend of $1.62. The standard deviation of the stock's returns is 0.16 and risk-free interest rate is 4.0%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.) Put value References Worksheet Learning Objective: 16-03 Compute the Black- Scholes value and implied volatility of an option. Check my work

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