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Calculate the current value of a european put option

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Reference no: EM133166319

Question - Calculate the current value of a European put option using Black-Scholes algorithms. The following details are provided:

$45 is the current stock price.

$48 strike price

The annual risk-free rate is 7%.

Years till expiry T 3.5 years

35 percent annualized standard deviation

Reference no: EM133166319

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