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When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate...

When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6%, the volatility is 20% and the time to maturity is three months. Work the problem out how you would do not use excel

(a) What is the price of a European put option on the stock using BSM model?

(b) At what stock price the seller of the European put will break even

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