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Black-scholes template for problem

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Use Black-Scholes to find the price for a put with 3 months to maturity. The exercise price is $75. The risk-free interest rate is 2.75% with continuous compounding. The stock price is $72. The historic VARIANCE is 0.0256. NOTE: Use the Black-Scholes template for this problem.

Reference no: EM132284873

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Black-scholes template for problem : The stock price is $72. The historic VARIANCE is 0.0256. NOTE: Use the Black-Scholes template for this problem
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