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1. A 6-month European put option has values as given in the following 1-period binomial tree: You are given the following to determine the amount

1. A 6-month European put option has values as given in the following 1-period binomial tree: You are given the following to determine the amount of money borrowed in the replicating portfolio. to 50 45 (a) The continuously compounded risk-free rate is 2%. (b) The strike price is 50. (c) The underlying stock pays no dividends

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