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What is the value of a six-month european

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Reference no: EM132125086

A stock price is currently $112. Stock price move up by 10% or down by 14%. The risk-free interest rate is APR 2% with continuous compounding. What is the value of a six-month European put option with a strike price of $115 using one-step binomial option pricing model?

Reference no: EM132125086

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