What is the value of this put option

Reference no: EM13273987

Haynes is considering investing in a put option on Linaka Corporation stock with an exercise price of $80 and a maturity six months from today. The Linaka stock price is $85 and the risk-free rate is 4%? Haynes estimates the variance as .006 based on the variability of past price movements. What is the value of this put option?

Reference no: EM13273987

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