question archive Given the following information, what is the price of a European put option? Stock price=$32, exercise price=$30, time to expiration=6 months, risk-free rate=5% continuously compounded, standard deviation=30% annually

Given the following information, what is the price of a European put option? Stock price=$32, exercise price=$30, time to expiration=6 months, risk-free rate=5% continuously compounded, standard deviation=30% annually

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Given the following information, what is the price of a European put option?

Stock price=$32, exercise price=$30, time to expiration=6 months, risk-free rate=5% continuously compounded, standard deviation=30% annually.

Option 1

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2.86 USD

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