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A stock price is currently $ 1 0 0 . Over each of the next 1 - month period, it is expected to go up
A stock price is currently $ Over each of the next month period, it is expected to go up by or down by Assuming a month American put written on the stock with a strike price of $ would it be optimal to exercise it early in one month? What is the price of the American option? Assume the riskfree rate r is
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