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What Is the Value of a 9-Month Put with a Strike

Question 168

Multiple Choice

What is the value of a 9-month put with a strike price of $20 given the Black-Scholes Option Pricing Model and the following information? What is the value of a 9-month put with a strike price of $20 given the Black-Scholes Option Pricing Model and the following information? A) $3.25 B) $3.67 C) $3.88 D) $4.03 E) $4.31


A) $3.25
B) $3.67
C) $3.88
D) $4.03
E) $4.31

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