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Find the price of a 6-month european put option

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Reference no: EM133113879

A 6-month European call option with a strike price of $90 costs $12. The current asset price is $100 and it can be either $110 or $80 in 6 months. The risk-free interest rate is 8%. Find the price of a 6-month European put option with a strike price of $98 on the same asset. The asset pays dividends with a fixed dividend yield q where the value of q is not given to you.

Reference no: EM133113879

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