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What is the value of a six-month european put option with a

A stock price is currently $50. It is known that at the end of six months it will be either $45 or $55. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a six-month European put option with a strike price of $50? Please show full working.

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Finance Basics: What is the value of a six-month european put option with a

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