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A European put has strike K=25 and expires in two time-steps. In CoxRoss-Rubinstein notation, the underlying asset has S=26,u=1.6 and d=1/u. If the return is

A European put has strike K=25 and expires in two time-steps. In CoxRoss-Rubinstein notation, the underlying asset has S=26,u=1.6 and d=1/u. If the return is R=1.06 over one time-step, what is the premium of this put

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