Use the black-scholes formula or put-call parity

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Reference no: EM131924054

Use the Black-Scholes formula or put-call parity to find the value of a put option on the stock with the following characteristics (format your answer as $x.xx): Time to expiration: 6 months Standard Deviation: 50% per annum Exercise Price: $50 Stock Price: $50 Interest Rate: 3% No dividends.

Reference no: EM131924054

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