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2. TSMC stock has a volatility of 25% with expected return 8% per year. The current...

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Finance

2. TSMC stock has a volatility of 25% with expected return 8%per year. The current stock price is $100 per share. The risk-freeinterest rate is 2%. What is the Black-Scholes value of anat-the-money European put with 1 year maturity?

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2. TSMC stock has a volatility of 25% with expected return 8%per year. The current stock price is $100 per share. The risk-freeinterest rate is 2%. What is the Black-Scholes value of anat-the-money European put with 1 year maturity?

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