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Price an option with the following information: Option American style put Time to expiration 7 months Strike price $110 Underlying stock price $100 Volatility of
Price an option with the following information:
| 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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The New Finance Overreaction Complexity And Their Consequences
Authors: Robert A. Haugen
4th International Edition
0132775875, 9780132775878
