Multiple Choice
The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest rate of 2% and a dividend rate of 1%? The volatility is 45%.
A) $11.02
B) $11.22
C) $11.68
D) $11.73
Correct Answer:
Verified
Correct Answer:
Verified
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