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1 points Save ANSW Given the maturity of an American put option 2 years, riskfree rate 10%, volatility of the stock 40%, current spot price

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1 points Save ANSW Given the maturity of an American put option 2 years, riskfree rate 10%, volatility of the stock 40%, current spot price of stock $50, strike price $50, what is the value of option when stock price is 50 in step 2, considering a 3- step binomial tree? O A. 6.219 OB. 13.931 O C.10.204 O D.O till this resnonse Question 15 of 25

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