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Suppose stock A is currently traded at 100. In one year, its price will be either 110 or 90. The risk- free interest rate is

Suppose stock A is currently traded at 100. In one year, its price will be either 110 or 90. The risk- free interest rate is 5% and the yield curve is flat. a) (10 points) What is the price of a put option with K=95 and expires in one year

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