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stock price is $60, over the next 2 six month periods the price will go up by 6% or down by 6%. the risk free

stock price is $60, over the next 2 six month periods the price will go up by 6% or down by 6%. the risk free interest rate is 5% per year with semi annual compounding

use the two step binomial tree model to calculate the value of a one-year European put option with an exercise price of $61

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