Question: The current stock price is 1 0 0 + 4 In the first period, the stock price can either go up 5 0 % or

The current stock price is 100+4 In the first period, the stock price can either go up 50% or down 40%.
The riskless rate is (15+1)%. In the second period, the stock price can either go up 30% or down 20%. The riskless rate is (10+4)%.
Find the price of a put maturing in two periods with a strike price 120.

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