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Price an option with the following information: Option American style put Time to expiration 7 months Strike price $135 Underlying stock price $120 Volatility of
Price an option with the following information:
Option | American style put |
Time to expiration | 7 months |
Strike price | $135 |
Underlying stock price | $120 |
Volatility of stock | 30% |
Risk-free rate (per annum) | 6% |
Pricing method | 10-step binomial option pricing model |
Group of answer choices
$17.65
$18.40
$14.55
$15.36
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