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A stock selling at $150 is expected to pay a dividend of $10 in three months and has a volatility of 20%. Consider call and put options with a 6-month maturity and a $160 strike price. The risk-free rate is 5% per annum continuously compounded. Consider a three-step binomial tree.
(a) Use the binomial tree to price the put option if it is European.
(b) Without using a Binomial tree, what is the price of the corresponding European Call?
in this module you were introduced to the income statement and profitability ratios.nbsp in this assignment you will
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