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This is a binomial option valuation question. S0=100, ST can either be 125 or 79. The strike price of a put on this stock is
This is a binomial option valuation question. S0=100, ST can either be 125 or 79. The strike price of a put on this stock is 100. The put option's time 0 value is 5. Then the risk free rate from time 0 to time T is (unannualized, keep 3 decimal places)
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