What is the price of a 0.75 year european put option

Reference no: EM133332134

Question: What is the price of a 0.75 year European put option on a dividend-paying stock, where the stock price is $ 57, the strike price is $ 67, and a dividend of $ 0.61 is expected in 0.25 years? The risk-free interest rate is 0.06 per annum for all maturities given in decimal places. Provide the answer to two decimal places.

Reference no: EM133332134

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