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Consider a binomial world in which the current stock price of 100-(Answered)

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Consider a binomial world in which the current stock price of 100 can either go up by 10 percent or down by 10 percent.? The risk-free rate is 4 percent.? Assume a two-period world.? What is the theoretical value of the American put with an exercise price of 105?

 

Paper#9210063 | Written in 27-Jul-2016

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