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Board problem: multi-period binomial tree The stock price is $10 at period T = 0, and it will evolve according to the following chart. -
Board problem: multi-period binomial tree The stock price is $10 at period T = 0, and it will evolve according to the following chart. - The per-period discount rate is R 1.1. What is the time T = 0 price of an European put option with strike price 12 and maturity T = 2? T=0 T = 1 T = 2 16.9 13 10 11.7 9 8.1
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