The stock price is currently trading at Php 50 and the annual stock price move factor is u=1.3 and U= 0.3 . The risk-fre

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answerhappygod
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The stock price is currently trading at Php 50 and the annual stock price move factor is u=1.3 and U= 0.3 . The risk-fre

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The stock price is currently trading at Php 50 and the annual
stock price move factor is u=1.3
and U= 0.3 . The risk-free rate is 3% per annum. What is the value
of 2 -year European put
option with an exercise price of Php 50 using a two-step Binomial
Model.
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