Question: We will derive a two-state put option value in this problem. Data: S. = 85. X = 75; 1+r= 1.1 The two possibilities for are

We will derive a two-state put option value in this problem.

We will derive a two-state put option value in this problem. Data: S. = 85. X = 75; 1+r= 1.1 The two possibilities for are 95 and 55. Given the stock currently is selling at 82, compute the value of the put option

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