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For a two-period binomial model you are given: S = 100, K = 104, r = 5%, o= 0.2584 d = 4.%, and T =

For a two-period binomial model you are given: S = 100, K = 104, r = 5%, o= 0.2584 d = 4.%, and T = 2. Let P denote the price of an American put option and let Pe denote the price of a European put option. Using the risk neutral probability p*, find PA PE: (10 points) 2

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