What is one-year black scholes put option price for stock

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Reference no: EM131580718

A non-dividend paying stock is currently valued at $100. The option strike price is $100, the risk-free rate is 2% and the stock volatility is 30%. What is the 1-year Black Scholes put option price for this stock? What is the delta of this call option at time 0 (today)?

Reference no: EM131580718

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