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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 -30

Risk-free rate (per annum) -3%

Pricing method- 10-step binomial option pricing model

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