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q 19 A non-dividend paying stock is currently trading at $60 and its volatility is 30%...

q 19

A non-dividend paying stock is currently trading at $60 and its volatility is 30% per annum. Risk free rate is 12% per annum. Consider a European put option with a strike price of $59 that will expire in three months. What is the price of this put option based on Black-Scholes model? (Enter your answer in two decimals without $ sign)

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