European put option with strike Find the expected gain (or loss) for a holder of...

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European put option with strike Find the expected gain (or loss) for a holder of a price $65 to be exercised in 10 months if the stock price on the exercise date may turn out to be $58, $61, or $72 with probability 1, 1, and 3, respectively, given that the loan at 7% compounded continuously option is bought for $5.9, financed by

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