Question: This is a two state option pricing question. The riskfree rate is zero. Current stock price is 9 5 . The up state stock price

This is a two state option pricing question. The riskfree rate is zero.
Current stock price is 95. The up state stock price is 117, down state 80.
A put option on this stock has a time 0 price of 8. Then the strike price of the put is
(keep 2 decimal places).
This is a two state option pricing question. The riskfree rate

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