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Calculate the value of a European put option with strike price 110 and expiration in two months. The underlying stock has binomial parameters S(0) =

Calculate the value of a European put option with strike price 110 and expiration in two months. The underlying stock has binomial parameters S(0) = 100, u = 1.2, d = 0.833 and the risk free rate of return is r = 0.12 per year

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