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5. (5 points) What is the price of and at-the-money put option maturing in 6...

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5. (5 points) What is the price of and at-the-money put option maturing in 6 months. The risk free rate is 4.0% continuous compounding. The current price of the underlying asset is 100. The volatility of the underlying asset is 20%. Use the Black-Scholes methodology). Use table at the end to find Nid). You just have to pick the closest d-no need to do linear Interpolation. 5. (5 points) What is the price of and at-the-money put option maturing in 6 months. The risk free rate is 4.0% continuous compounding. The current price of the underlying asset is 100. The volatility of the underlying asset is 20%. Use the Black-Scholes methodology). Use table at the end to find Nid). You just have to pick the closest d-no need to do linear Interpolation

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