What is the value of the option if it is american, Finance Basics

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What is the value of the option if it is american

Problem

A stock price is currently $100. Over each of the next two three-month periods it is expected to increase by 10% or fall by 10%. Consider a six-month European put option with a strike price of $95. The risk-free interest rate is 8% per annum, compounded continuously. What is the value of the option if it is American?

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