$\begin{array}{llcc}
\text { Stock price } &\$57 \
\text { Strike price} &\$60\
\text { Time to maturity } &56 \text {days}\
\text { Standard deviation } &79\%\
\text { Risk-free rate } &5.1\%\

\end{array}$

When the time period is in days, such as 56 days, the input for the time period is " = 56/365"
-What is the price of the put option?
A) $8.50
B) $5.94
C) $6.43
D) $6.22
E) $5.97

Question

$\begin{array}{llcc}
  \text { Stock price } &\$57  \
 \text {  Strike price} &\$60\
 \text { Time to maturity } &56  \text {days}\
 \text { Standard deviation } &79\%\
 \text { Risk-free rate } &5.1\%\

\end{array}$

When the time period is in days, such as 56 days, the input for the time period is " = 56/365"
-What is the price of the put option?
A) $8.50
B) $5.94
C) $6.43
D) $6.22
E) $5.97

Quizplus · Accepted Answer

The Answer of $\begin{array}{llcc}
  \text { Stock price } &\$57  \
 \text {  Strike price} &\$60\
 \text { Time to maturity } &56  \text {days}\
 \text { Standard deviation } &79\%\
 \text { Risk-free rate } &5.1\%\

\end{array}$

When the time period is in days, such as 56 days, the input for the time period is " = 56/365"
-What is the price of the put option?
A) $8.50
B) $5.94
C) $6.43
D) $6.22
E) $5.97

When the Time Period Is in Days, Such as 56