What is value of european put option with a strike price

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The stock of Lead Zeppelin, a metal manufacturer, currently sells for $73 and has an annual standard deviation of 36 percent. The risk-free rate is 3.5 percent. What is the value of a European put option with a strike price of $75 and 59 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Value of a European put option $

Reference no: EM131560286

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