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A stock trades at $100 today. In a year it will either be $120 or $30. What is the price of a $90-strike put today

A stock trades at $100 today. In a year it will either be $120 or $30. What is the price of a $90-strike put today if the risk-free rate is 10%?

Group of answer choices

a. 6.06

b. 0.00

c. 60.60

d. 13.33

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