What is value of put option with strike price

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Reference no: EM131540800

IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by −3.0 percent. The risk-free rate of interest is 4.5 percent continuously compounded. What is the value of a put option with strike price 83 and maturity of 8 months? 0.84929 0.44990 0.62579 0.57576 0.66449

Reference no: EM131540800

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