Question: Let S 0 = 9 0 , u = 1 . 2 , d = 0 . 9 , p = 0 . 6 and

Let S0=90, u =1.2, d =0.9, p =0.6 and r is 10% in a two-step binomial-tree model.
(a) Use risk-neutral pricing to find todays price P0 of a put option with T =2 and K =102

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