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Q4) A stock price is currently $100. Over each of the next two 6-month periods it is expected to go up by 10% or down

Q4) A stock price is currently $100. Over each of the next two 6-month periods it is expected to go up by 10% or down by 10%. The risk-free interest rate is 8% per annum with continuous compounding, what is the value of a 1-year European put option with a strike price of $100?

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