Taggart Transcontinental's stock has a volatility of 30% and a current stock price of $42...
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Finance
Taggart Transcontinental's stock has a volatility of 30% and a current stock price of $42 per share. Taggart pays no dividends. The riskfree interest rate is 4%. The BlackScholes value of a oneyear, atthemoney put option on Taggart stock is closest to:
a.
$4.15
b.
$3.15
c.
$5.76
d.
$5.32
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