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Find todays value of an American put option with strike price 120kr that matures in 6 months on the non dividend paying stock described by
Find todays value of an American put option with strike price 120kr that matures in 6 months on the non dividend paying stock described by the multistep Binomial model below. The continuously compounded interest rate is 20% per annum for all maturities. Keep at least four decimals in all your calculations. Your answer should be rounded off to two decimals and contain no unit, i.e. if your solution is 55.7638kr then you should answer: 55.76. No calculations or other text should be provided. Find todays value of an American put option with strike price 120kr that matures in 6 months on the non dividend paying stock described by the multistep Binomial model below. The continuously compounded interest rate is 20% per annum for all maturities. Keep at least four decimals in all your calculations. Your answer should be rounded off to two decimals and contain no unit, i.e. if your solution is 55.7638kr then you should answer: 55.76. No calculations or other text should be provided
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