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The price of one share is currently $105. It is expected that for a period...

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Accounting

The price of one share is currently $105. It is expected that for a period of 3 months rise 12% or fall 11%. Rate Risk-free interest is 9% annually compounded continuously. What is the value of a European CALL option and a Six-month European PUT with a strike price of $110? use binomial tree

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