This is two period American put option with 2 years maturity Underlying asset price at current time is $100 and u (up factor in the binomial tree) is 1 05 and d (down factor in the binomial tree) is 0 95 The exercise price is $100 and risk free rate is 1 (This is questions for 25 thru 27) 25 What is the put option price at current time a) $2 04 b) $2 58 c) $3 04 d) $3 58 26 What is the time value of the put option at current time a) $2 04 b) $2 58 c) $3 04 d) $3 58 27 Is the put option in the money, at the money, or out of the money a) ITM b) ATM c) OTM d) None of the above This is two period American put option with 2 years maturity Underlying asset price at current time is $100 and u (up factor in the binomial tree) is 1 05 and d (down factor in the binomial tree) is 0 95 The exercise price is $100 and risk free rate is 1 (This is questions for 25 thru 27) 25 What is the put option price at current time a) $2 04 b) $2 58 c) $3 04 d) $3 58 26 What is the time value of the put option at current time a) $2 04 b) $2 58 c) $3 04 d) $3 58 27 Is the put option in the money, at the money, or out of the money a) ITM b) ATM c) OTM d) None of the above

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This is two period American put option with 2 years maturity  Underlying asset price at current time is $100 and u (up factor in the binomial tree) is 1 05 and d (down factor in the binomial tree) is 0 95  The exercise price is $100 and risk free rate is 1  (This is questions for 25 thru 27) 25  What is the put option price at current time  a) $2 04 b) $2 58 c) $3 04 d) $3 58 26  What is the time value of the put option at current time  a) $2 04 b) $2 58 c) $3 04 d) $3 58 27  Is the put option in the money, at the money, or out of the money  a) ITM b) ATM c) OTM d) None of the above This is two period American put option with 2 years maturity  Underlying asset price at current time is $100 and u (up factor in the binomial tree) is 1 05 and d (down factor in the binomial tree) is 0 95  The exercise price is $100 and risk free rate is 1  (This is questions for 25 thru 27) 25  What is the put option price at current time  a) $2 04 b) $2 58 c) $3 04 d) $3 58 26  What is the time value of the put option at current time  a) $2 04 b) $2 58 c) $3 04 d) $3 58 27  Is the put option in the money, at the money, or out of the money  a) ITM b) ATM c) OTM d) None of the above

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This is two period American put option with 2 years maturity. Underlying asset price at current time is $100 and u (up factor in the

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