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You are asked to price a 3 period American put option with a strike of 20, up and down factor of 15% and yearly interest

You are asked to price a 3 period American put option with a strike of 20, up and down factor of 15% and yearly interest rate 3%. There are 3-time steps before maturity as the option matures in 9 months time. The share price is $10 currently.

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