Consider a binomial tree where the underlying stock is trading at $100 at time 0....
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Accounting
Consider a binomial tree where the underlying stock is trading at $100 at time 0. At time 1, the stock is worth either $130 or $90. If the risk-free rate is 10%, what is the price of a put option with a strike of 120?
| I. | $20.33 | |
| II. | $12.55 | |
| III. | $13.64
ONLY ANSWER. NO EXPLANATION NEEDED thanks |
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