Question: Use the binomial tree analysis to value a 6 - month American put option with a $ 6 5 strike price on Crookshanks Corporation. The
Use the binomial tree analysis to value a month American put option with a $ strike price on Crookshanks Corporation. The shares are currently trading for $ The annualized continuously compounded riskfree rate is The volatility of the stock is You will use the Cox Ross Rubenstein method for computing the binomial tree, and use a time step of months.
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