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Business, 23.08.2021 19:50 Admin

A stock price is currently $50. It is known that at the end of six months it will be either $45 or $55. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a six-month European put option with a strike price of $50

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A stock price is currently $50. It is known that at the end of six months it will be either $45 or $...
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