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Mitsubishi is currently priced at 8,000. One month remains for the options to expire and during that time the price can either go up by
Mitsubishi is currently priced at 8,000. One month remains for the options to expire and during that time the price can either go up by 5%, or down by 10%. If the risk-free rate is 0.20%. What is the value of a put option with a strike price of 7,950
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