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Consider a chooser option that you may choose whether the option is a put (with expiration T = 2) or a call (with expiration T
Consider a chooser option that you may choose whether the option is a put (with expiration T = 2) or a call (with expiration T = 2) at a specified time to = 1. Moreover, we have So = 10, o = 0.2, r = 0.05, K = 9. Question: What is the price for this chooser option
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