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What is the price of a three month European put option on a non-dividend-paying stock with a strike price of 50whenthecurrentstockpriceis50 when the current stock price is 50whenthecurrentstockpriceis50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum?
A
2.37
B
2.48
C
2.25
D
2.63
