Question: post all the steps Let S = $64, s = 22%, r = 8%, and d = 1% (continuously compounded). Compute the Black-Scholes price for

post all the steps

Let S = $64, s = 22%, r = 8%, and d = 1% (continuously compounded). Compute the Black-Scholes price for a $65-strike European put option with 1 year until expiration.

	a.	$8.25
	b.	$3.89
	c.	$7.25
	d.	$1.00
	e.	$3.29

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