What Is the Value of a 3-Month Put with a Strike

question 128

Multiple Choice

What is the value of a 3-month put with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

• A) $3.23
• B) $3.40
• C) $3.61
• D) $4.03
• E) $4.22

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Definitions:

DSM-IV-TR

The fourth edition, text revision, of the Diagnostic and Statistical Manual of Mental Disorders, a guide used by clinicians to diagnose mental disorders.

Psychological Disorder

A pattern of behavioral or psychological symptoms that impact multiple areas of life and create distress for the person affected.

Clinically Significant

A term indicating that a finding, symptom, or difference is substantial or important enough to affect a person's medical treatment or diagnosis.

Psychopathic Personality

A personality disorder characterized by persistent antisocial behavior, impaired empathy and remorse, and bold, disinhibited, and egotistical traits.