Black-Scholes Option Pricing Model
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What is the value of a 6-month put option with a strike price of $65 given the Black-Scholes Option Pricing Model and the following information?
Stock Price $68
Exercise Price $65
Time to expiration .5
Risk free rate .035
standard deviation .15
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Black-Scholes Option Pricing Model has been used to value a put option.
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What is the value of a 6-month put option with a strike price of $65 given the Black-Scholes Option Pricing Model and the following information?
Stock Price $68
Exercise Price $65
Time to expiration .5
Risk free rate .035
standard deviation .15
We will use Black Scholes Pricing Formula
Value of ...
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