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What Is the Value of a 6-Month Put with a Strike

Question 76

Multiple Choice

What is the value of a 6-month put with a strike price of $27.25 given the Black-Scholes option pricing model and the following information? What is the value of a 6-month put with a strike price of $27.25 given the Black-Scholes option pricing model and the following information? A) $4.71 B) $4.88 C) $5.24 D) $5.64 E) $6.62


A) $4.71
B) $4.88
C) $5.24
D) $5.64
E) $6.62

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