Refer to Figure 19.2. a. Verify that the price of a European put option is $0.0564. b.

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Refer to Figure 19.2.
a. Verify that the price of a European put option is $0.0564.
b. Verify that the price of an American put option is $0.1144. Be sure to allow for the possibility of exercise at time 0.
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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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