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The SPDR S&P 500 ETF Trust is currently trading at $362. Consider a put option...

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The SPDR S&P 500 ETF Trust is currently trading at $362. Consider a put option with a strike of $361 expiring in 4 months. Suppose the ETF's volatility of is 44%, the interest rate is 1%, and the dividend yield is 1.63%. What is the Black-Scholes price of the put? $36.26 $36.50 $36.05 $36.70

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