Question: Consider a one period binomial option pricing setting. The current stock price is $48.91. The stock may increase by 1.16 or decrease by 0.77. One

Consider a one period binomial option pricing setting. The current stock

Consider a one period binomial option pricing setting. The current stock price is $48.91. The stock may increase by 1.16 or decrease by 0.77. One plus the riskfree rate, rfis 1.06. What is the initial value of a put option with a strike price of $43

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