What is the value of a put option with strike price

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IBM stock currently sells for 28 dollars per share. Oveuy sells for 28 dollars per share. Over 11 months the price will either go by 16.0 percent or down by wn by - 7.0 percent. The risk -free rate of interest is 9.0 percent. The risk- free percent continuously compounded. What is the value of a put option with strike price 29 and maturity 11 months?

Reference no: EM132403084

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