Question
Calculate the price of a three month American put option on a non-dividend paying stock when the stock price is $60, the strike price is
Calculate the price of a three month American put option on a non-dividend paying stock when the stock price is $60, the strike price is $60, the risk fre einterest rate is 10% per annum, and the volatility is 45% per annum. Use a binomial tree with a time step of one month.
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Fundamentals Of Corporate Finance
Authors: Berk, Peter DeMarzo, Jarrad Harford
3rd Global Edition
1292018402, 9781292018409
