Business, 26.08.2019 17:30 kelciiann5968

You are attempting to value a put option with an exercise price of $105 and one year to expiration. the underlying stock pays no dividends, its current price is $105, and you believe it has a 50% chance of increasing to $127 and a 50% chance of decreasing to $83. the risk-free rate of interest is 10%. calculate the value of a put option with exercise price $105. (do not round intermediate calculations. round your answer to 2 decimal places.)

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You are attempting to value a put option with an exercise price of $105 and one year to expiration....

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