Use the BlackScholes model for pricing a call, putcall parity, and the previous question to show that

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Use the Black–Scholes model for pricing a call, put–call parity, and the previous question to show that the Black–Scholes model for directly pricing a put can be written as follows:

P = E × e−Rt × N(−d2) − S × N(−d1)

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Corporate Finance

ISBN: 978-0077861759

10th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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