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What Is the Value of a 3-Month Put with a Strike

Question 77

Multiple Choice

What is the value of a 3-month put with a strike price of $45 given the Black-Scholes option pricing model and the following information? What is the value of a 3-month put with a strike price of $45 given the Black-Scholes option pricing model and the following information? A) $0.57 B) $0.63 C) $0.91 D) $1.36 E) $1.54


A) $0.57
B) $0.63
C) $0.91
D) $1.36
E) $1.54

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