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Let us consider a put option with strike price$110 currently trading at$100 and expiring in one year. Suppose the annual risk free rate is at

Let us consider a put option with strike price$110 currently trading at$100 and expiring in one year. Suppose the annual risk free rate is at 5%. The price is expected to increase 20% and decrease 15% by the end of one year. Using th erisk-neutral pricing theory findV0

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