Solved: Find the value of a six-month put option, Finance Basics

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Find the value of a six-month put option

Problem:

What is the value of a 6-month put option with a strike price of $65 given the Black-Scholes Option Pricing Model and the following information?

Stock Price             $68
Exercise Price         $65
Time to expiration     .5
Risk free rate         .035
standard deviation    .15

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Finance Basics: Find the value of a six-month put option

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Finance Basics: Find the value of a six-month put option

Reference No:- TGS02059487

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