What is the price of a 2-year european put option with a


A stock price is currently $50. Over each of the next two years it is expected to go up by 10% or down by 10%. The risk-free interest rate is 4% per annum with continuous compounding.

What is the price of a 2-year European put option with a strike price of $52?

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Financial Management: What is the price of a 2-year european put option with a
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