Pricing and Valuation of Options sample question
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CFA Level I sample question
CFA Level I Pricing and Valuation of Options question
Derivatives
Pricing and Valuation of Options
A non-dividend-paying stock trades at USD 45.00. A six-month European put option on the stock has an exercise price of USD 50.00, and the annual risk-free rate is 5.00%. The lower bound on the put option's value is closest to:
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