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Question 16 10 pts We will derive a two-state put option value in this problem. Data: S = 85; X = 70; 1+r= 1.1.

Question 16 10 pts We will derive a two-state put option value in this problem. Data: S = 85; X = 70; 1+r= 1.1. The two possibilities for S are 95 and 55. Given the stock currently is selling at 82, compute the value of the put option (10 points) Upload

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