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A stock price is currently 1 0 0 . It is known that over a 3 months period it will go up by 1 0

A stock price is currently 100. It is known that over a 3 months period it will go up by 10% or go down by 10%. The risk-free rate is 5% per year. What is the value of a 6 months American put option with a strike price of 100? Use a 2-step binomial tree and risk-neutral valuation.
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