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What is the value of a twoperiod european put option

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A stock is priced at 38 and the periodic riskfree rate of interest is 6%. What is the value of a twoperiod European put option with a strike price of 35 on a share of stock using a binomial model with an up factor of 1.15 and a riskneutral probability of 68%?

Reference no: EM131407102

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