Put option on enron stock-what is the value of put option

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Reference no: EM131500214

An American put option on ENRON stock has a strike price $82.5 and matures in 2.0 months. The continuously compounded risk-free rate is 6.25 percent per year. If the price of ENRON stock goes to zero, what is the value of the put option? 81.645 60.0 83.364 82.5

Reference no: EM131500214

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