Question: Use the Binomial tree with the following parameters. Value a put option European and American style. So = $100 K = $100 rf = 5%

 Use the Binomial tree with the following parameters. Value a put

Use the Binomial tree with the following parameters. Value a put option European and American style. So = $100 K = $100 rf = 5% o = 20% T = 2 years Timesteps = 1 year Discrete dividend paid at time 1 according to: o $2 if S. >= $100 o $0 Otherwise Use the Binomial tree with the following parameters. Value a put option European and American style. So = $100 K = $100 rf = 5% o = 20% T = 2 years Timesteps = 1 year Discrete dividend paid at time 1 according to: o $2 if S. >= $100 o $0 Otherwise

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