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be with up 12% or down 5%. The risk-free interest rate is 4% per annum with continous compounding. The maturity is T 2 What is

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be with up 12% or down 5%. The risk-free interest rate is 4% per annum with continous compounding. The maturity is T 2 What is the value of a 12 month European put option with a strike price of $80 at each point in the tree? What is the stock holding, r(n) and month market holding y(n) at each point in the tree

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