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2. Using the binomial pricing model, obtain the six month put price from the following data: Calculate Call value using put call parity method. Also
2. Using the binomial pricing model, obtain the six month put price from the following data: Calculate Call value using put call parity method. Also find the time and intrinsic values for both options. Share price =Rs.50, Exercise price = Rs.50, Risk free continuously compounded rate of Int. 10% p.a. At the end of six months the share will either be Rs.45 or Rs.55/
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