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Calculate the value of a one-year put option today for a stock that currently trades at $40 and can either move to $44 or $36 at the end of a year. The continuously compounded risk-free rate is 3 percent and the put strike price is $40. The put option’s value is closest to: A. $2.70. B. $1.35. C. $2.02. D. $2.36. |