Question: consider a one step binomial tree with a current price of $100 that can go either up to $115 or down to $85 in 1

consider a one step binomial tree with a current price of $100 that can go either up to $115 or down to $85 in 1 year. the stock does not pay dividend and the interest rates are zero. use the tree to compute the value of a 1 year $100 strike european put option on the stock

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