Using a 4-step binomial tree price an asian average price, Ask an Expert

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Using a 4-step binomial tree price an Asian Average Price Put with a strike of $22 using arithmetic average quarterly. The put has a life of one year and the stock is currently selling for $20 with a volatility of 34%. The 1-year risk-free rate is 2% with continuous compounding.

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Financial Management, Finance

Category:- Financial Management
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