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Question: Consider an American put option on a non-dividend-paying stock where the stock price is $40, the strike price is $50, the risk-free rate is 4% per annum, the volatility is 30% per annum, and the time to maturity is six months.
(a) Calculate u, d, a and p for a two-step tree. [Use 4 decimal places in your calculations.]
(b) Value the option using a two-step tree. [Give your final answer to 2 decimal places.]
Calculate the expected break-even APR (i.e., the APR at which the present value of the annuity payments equals $1 million).
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