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Quiz instructions Compute the fair value of a chooser option which expires after n=10 periods. At expiration the owner of the chooser gets to choose

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Quiz instructions Compute the fair value of a chooser option which expires after n=10 periods. At expiration the owner of the chooser gets to choose (at no cost) a European call option or a European put option. The call and put each have strike K2100 and they mature 5 periods later, i.e. at n=15

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