Question: S = $55, X =$45, r = 1%, T = 6 months, and Sigma = 0.2. The price of the put option is______. a. $0.00

S = $55, X =$45, r = 1%, T = 6 months, and Sigma = 0.2. The price of the put option is______.

a.

$0.00
b.

$10.00
c.

$10.45
d.

$0.45
e.

$0.23

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