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Option Valuation: Black-Scholes Essay Preview: Option Valuation: Black-Scholes Report this essay Option valuation: Black-Scholes (15%) Suppose you have the following data: A put option on a non-dividend paying stock, that currently trades at $43. X = $ 45. The risk- free interest rate is 1,5% per year. The yield curve is flat. Volatility is 38%..