Currently a stock price is 80 it is known that at the end
Currently, a stock price is $80. It is known that at the end of 4 months it will be either $73 or $90. The risk-free rate is 6% per annum with continuous compounding. What is the value of a 4-month European put option with a strike price of $80?
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currently a stock price is 80 it is known that at the end of 4 months it will be either 73 or 90 the risk-free rate is
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