A stock with an annual standard deviation of 25 percent currently sells for $75. The...
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A stock with an annual standard deviation of 25 percent currently sells for $75. The risk-free rate is 3.8 percent. What is the value of a put option with a strike price of $80 and 76 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
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