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Using the following information what is the price of a put with a strike of $140. The risk-free rate is 10% S 0 S 1
Using the following information what is the price of a put with a strike of $140. The risk-free rate is 10%
S0 | S1 | P1 |
| 170 |
|
130 |
|
|
| 95 |
|
What is the delta?
What is the value of the put?
Please Show Work and Explain!
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