Question: Use the two-period binomial model to price the put option on Moderna that expires in 3 months. The current price of Moderna is $138 per
Use the two-period binomial model to price the put option on Moderna that expires in 3 months. The current price of Moderna is $138 per share. The volatility of returns on Moderna is 102% per year. The risk-free rate is 2% per year. The strike price of the option is $135. $17.30 O $25.29 $19.35 $21.85 $23.19
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