PLease show work The stock price of Bravo Corp. is currently $100. The stock pri

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PLease show work
The stock price of Bravo Corp. is currently $100. The stock price a year from now will be either $160 or $60 with equal probabilities. The interest rate at which investors invest in riskless assets is 6%. Using the binomial OPM, the value of a put option with an exercise price of $135 and an expiration date 1 year from now should be worth __________ today. Answer $34.09 $37.50 $38.21 $45.45 PLease show work
The stock price of Bravo Corp. is currently $100. The stock price a year from now will be either $160 or $60 with equal probabilities. The interest rate at which investors invest in riskless assets is 6%. Using the binomial OPM, the value of a put option with an exercise price of $135 and an expiration date 1 year from now should be worth __________ today. $34.09 $37.50 $38.21 $45.45 $34.09 $37.50 $38.21 $45.45

Explanation / Answer

38.21

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