Calculate the price of a six-month european put option on


Finincial Mathmatics 1(options ,futures and other devivatives 9th Edition)

Calculate the price of a six-month European put option on the spot value of the S&P 500. The six-month forward price of the index is 1,400, the strike price is 1,450, the risk-free rate is 5%, and the volatility of the index is 15%.

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Financial Management: Calculate the price of a six-month european put option on
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