Question: Q 23. Let S=$43, s=42% and d=15% (cotinvously compounded). Compute the Black-Scholes price for a $45 strike European put option with 3 months until expiration.
Q 23. Let S=$43, s=42% and d=15% (cotinvously compounded). Compute the Black-Scholes price for a $45 strike European put option with 3 months until expiration. value of d1 = -0.06982 a $2.00 b $4.90 c $4.02 d $4.51 e$2.90
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