Question: Please help with part C Use the Black-Scholes option pricing model to price the following European put option. Stock price $ Exercise price $ Risk

Please help with part C

Please help with part C Use the Black-Scholes option pricing model to

Use the Black-Scholes option pricing model to price the following European put option. Stock price $ Exercise price $ Risk free rate Dividend yield Time to expiration (in months) Std dev of stock return 73.50 72.00 3.00% 3.00% 3 15.00% a. Compute di (report answer to 4 decimal places but do not round in calculations) d1 0.3124 b. Compute d2 (report answer to 4 decimal places but do not round in calculations) d2 0.2374 c. What is the value of the put option? (Hint: Use Excel function normsdist to compute Nd's) Put option value (to nearest cent) 0.00

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