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The following information will be used for questions 16-20 for a two-period binomial pricing model: Current stock price: 45 Put option strike price: 50 Risk

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The following information will be used for questions 16-20 for a two-period binomial pricing model: Current stock price: 45 Put option strike price: 50 Risk free rate of return: 396 Upward parameter: 1.05 Downward parameter: 0.95 What are the stock prices for Time 2? O Suu: 47.25 Sud: 0 Sdu: 0 sdd: 42.75 O Suu: 49.61 Sud: 44.89 Sdu: -44.89 sdd: -40.61 O Suu: 47.25 Sud: 44.89 Sdu: 44.89 Sdd: 42.75 O Suu: 49.61 Juu. 47.2 Sud: 0 Sdu: 0 Sdd: 42.75 O Suu: 49.61 Sud: 44.89 Sdu: -44.89 Sdd: -40.61 O Suu: 47.25 Sud: 44.89 Sdu: 44.89 Sdd: 42.75 O Suu: 49.61 Sud: 44.89 Sdu: 44.89 Sdd: 40.61

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