Question: Let S(0) = 50, R = 0.05, U = 0.3 and D = 0.1. Find the price of a European put option with strike price

Let S(0) = 50, R = 0.05, U = 0.3 and D = 0.1. Find the price of a European put option with strike price X = 35 to be exercised after N = 20 steps.

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