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Using a binomial tree, what is the price of a $40 strike 6-month put option, using 3-month intervals as the time period? Assume the

 

Using a binomial tree, what is the price of a $40 strike 6-month put option, using 3-month intervals as the time period? Assume the following data: S = $37.90, r = 5.0%, o = 0.35

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