Question: 2. Consider a two-step Binomial model. You are given the following incomplete tree, corresponding to a European put option with strike price K =

2. Consider a two-step Binomial model. You are given the following incomplete tree, corresponding to a European put option with strike price K = 65. 0 2.6545 17.09 14.6 35.6 Figure 1: European put with K = 65.

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