Question: We consider the US put price to exercise $ 50 and expiring in a year, written on ZZR stock. ZZR does not pay dividends and

We consider the US put price to exercise $ 50 and expiring in a year, written on ZZR stock. ZZR does not pay dividends and is traded at $ 13 in the market. Knowing that the interest rate is 10%, and that it is optimal to exercise this option early.

a) What is the put price of the same specs but $ 55 strike price?

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