The current price of a non-dividend paying stock is 60 with, Ask an Expert

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The current price of a non-dividend paying stock is $60 with a volatility of 20%. A six-month put option has a strike price of $55.

A. What is the value of this option using a two step binomial tree and assuming its a European style

B. Use a two step tree to value the option but American style

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92320962

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