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37 Suppose a stock is currently trading at $100 per share. In a year, it will be either $120 or $80. Risk-free rate is 10%

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Suppose a stock is currently trading at $100 per share. In a year, it will be either $120 or $80. Risk-free rate is 10% per year. You are trying to find today's value of an at-the-money put with 1 year to expiration What is the value of that put in a year if stock went up? OA. O OB Between 0 and 20 OC. Less than 20 OD. 20 O E. Greater than 0

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