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Price an option with below information and please show work to see how to do for other problem thank you. Option American style put Time
Price an option with below information and please show work to see how to do for other problem thank you.
| Option | American style put |
| Time to expiration | 7 months |
| Strike price | $110 |
| Underlying stock price | $100 |
| Volatility of stock | 40% |
| Risk-free rate (per annum) | 3% |
| Pricing method | 10-step binomial option pricing model |
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Essentials Of Corporate Financial Management
Authors: Glen Arnold
1st Edition
1405847042, 978-1405847049
