Calculate the Value of Put Option with the Given Information

question 33

Multiple Choice

Calculate the value of put option with the given information. Value of the call option is $6.2, Exercise price is $58, risk-free rate of interest is 5.5%, time before the option expires is one year and the current value of underlying assets is $52. Consider the value for 'e' as 2.71828.

• A) $9.10
• B) $12.20
• C) $6.20
• D) $8.92

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