Question: Consider a stock currently priced at $ 4 0 . Assume that in each period of one month, the stock could either appreciate or depreciate

Consider a stock currently priced at $40. Assume that in each
period of one month, the stock could either appreciate or
depreciate by 10%. The risk-free rate is 2% per annum.
What would be the value of a 2-month ATM Asian put?

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