A stock is currently selling for 100 the annual, Financial Management

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A stock is currently selling for 100 the annual

A stock is currently selling for $100. The annual continuously compounded yield is 0.03. The annual continuously compounded risk-free interest rate is 0.11, and the stock price volatility is 0.30. Consider a $102-strike put with one year to expiration. Using the three draws from the uniform distribution on (0,1): 0.12, 0.87, and 0.50, compute the price of the put using the Monte Carlo valuation.

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Financial Management: A stock is currently selling for 100 the annual

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