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Suppose K$=2% and K=1% , consider a put option on pound sterling with X=1.2 dollars to a pound with S(0)=1.22, S u (T)=1.3, S d
- Suppose K$=2% and K=1% , consider a put option on pound sterling with X=1.2 dollars to a pound with S(0)=1.22, Su(T)=1.3, Sd(T)=1.15. Find the price of a put written on pound sterling with strike X=1.2 dollars to a pound.(please, I asked for put written not call written)
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