What is the black-scholes put price

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Consider a six-month European vall option, on a stock index. The current value of the index is 1200, the strike price is 1250, the risk-free rate is 5%, the expected return on the idex is 7%, the dividend yield n the index is 2% and the index volatility is 20%. The Black-Scholes value of the vall option is 53.44. What is the black-scholes put price?

Reference no: EM132436323

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