Find the price of the put option using the simulated stock


Please find the price of the put option using the simulated stock prices. The put option matures in 1 year and has exercise price $30. The price of the underlying stock is $30 today. The average annual stock return is 5%. The annualized stock volatility is 15%. The interest rate on the risk-free asset is 5% per year. Please simulate the end of year stock price for 1000 times.

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Financial Management: Find the price of the put option using the simulated stock
Reference No:- TGS02719445

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