Use the Black-Scholes model to find the value for a European put option that has an...

Use the Black-Scholes model to find the value for a European put option that has an exercise price of $34.00 and 0.3333 years to expiration. The underlying stock is selling for $26.00 currently and pays an annual dividend yield of 0.03. The standard deviation of the stock’s returns is 0.3500 and risk-free interest rate is 0.08. (Round your final answer to 2 decimal places. Do not round intermediate calculations.)

Put value $

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