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Use the Black-Scholes option pricing model to price the following European put option. 69.50 68.00...

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Use the Black-Scholes option pricing model to price the following European put option. 69.50 68.00 4.00% 3.00% 9 13.00% Stock price $ Exercise price $ Risk free rate Dividend yield 2 Time to expiration (in months) 3 Std dev of stock return 4 5 a. Compute di (report answer to 4 decimal places but do not round in calculations) 6 -7 d1 58 59 b. Compute d2 (report answer to 4 decimal places but do not round in calopations) 70 71 d2 72 73 c. What is the value of the put option? (Hint: Use Excel function normsdist to compute Nd's) 74 75 Put option value (to nearest cent) 76 o un

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