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This is a two state option pricing question. The riskfree rate is zero. Current stock price is 9 4 . The up state stock price
This is a two state option pricing question. The riskfree rate is zero.
Current stock price is The up state stock price is down state
A put option on this stock has a time price of Then the strike price of the put is
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ISE Analysis For Financial Management
Authors: Robert C. Higgins Professor, Jennifer Koski
13th International Edition
1265042632, 9781265042639
