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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Definitions:

Viral Reassortment

A process where two or more viruses infect the same host cell and exchange genetic material, potentially creating new virus strains with distinct properties.

Natural Selection

The mechanism through which creatures that are more suited to their surroundings tend to live longer and have more descendants, resulting in changes through evolution.

Evolutionary Change

The process through which species undergo changes over time due to genetic variations and natural selection.