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

Name: 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
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Question

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

Quizplus · Accepted Answer

P = ($45 × 2.71828^-0.045 ^{× .25}) + $9.31 - $52.90 = $0.91

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