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Pick a non-dividend paying stock (not Tesla) to create the following on excel 20 period Binomial Tree for Put option that expires in 1 year.
Pick a non-dividend paying stock (not Tesla) to create the following on excel"
- 20 period Binomial Tree for Put option that expires in 1 year.
- Using appropriate interest rate
- Calculating the correct values for prob, up, down and annualized historical volatility.
- Setting up the two trees
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