Return to Example 21.1. Use the binomial model to value a 1-year European put option with exercise

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Return to Example 21.1. Use the binomial model to value a 1-year European put option with exercise price $110 on the stock in that example. Confirm that your solution for the put price satisfies put-call parity.

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Investments

ISBN: 9781259277177

11th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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