Suppose S = $ 37, K = $ 41, r = 4 %, delta(the annualized dividend rate) is 10 %, sigma(the annualized standard deviation of the continously compounded stock returns) is 48 %, and T = 0.75 years.


a) The price of a $ 41-strike European put $?



b) The value of DELTA, the partial derivative of the $ 41 - strike European put price with respect to the stock price, when S=$ 37.?



c) The value of the put elasticity?