13. (Change of period length) A stock has volatility = 30 and a current value of $36...
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13. (Change of period length) A stock has volatility = 30 and a current value of $36 A put option on this stock has a strike price of $40 and expiration is in 5 months The interest rate is 8% Find the value of this put using a binomial lattice with I-month intervals. Repeat using a lattice with half-month intervals.
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