Question: Problem 8 a) You are given the data below for pricing a European Put option.Solve for d 1 and d 2 . S 0 =

Problem 8

a) You are given the data below for pricing a European Put option.Solve for d1and d2.

S0 = $70.00 K = $69.00 r = 4.0%q = 0%T = 0.25 = 0.3

b) Now, you are given the following values: N(d1) = 0.5939 N(d2) = 0.5349

Calculate the price of the European Put Option based on the information in a) above.

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