Also suppose that risk-free rate is 5 per annum with, Financial Management

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Also suppose that risk-free rate is 5 per annum with

Consider a 2-year EUROPEAN PUT with a strike price of $65 on a stock whose current stock price is $60. Suppose that there are two time steps, and in each time step the stock price either moves up by 20% or moves down by 20%. Also suppose that risk-free rate is 5% per annum with continuous compounding . What is the value of the European put option?

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