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Price of european put option on non-dividend-paying

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Using the Black-Scholes Merton model, compute the price of a European put option on a non-dividend-paying stock when the stock price is $33, the strike price is $30, the risk-free interest rate is 5% per annum, the volatility (σ) is 20% per annum, and the time to maturity is three months?

Reference no: EM132473739

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