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Using a binomial tree, what is the price of a $40 strike 6-month American 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 American put option, using 3-month intervals as the time period? Assume the following data: S=$37.90, r=5.0%, sigma = 35%, dividend = 0.

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