Price the put using put-call parity

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Reference no: EM131605947

Price the two period, 120 strike call using the binomial method. TWO PERIODS STRIKE = 120 STOCK = 110 THE STOCK CAN MOVE UP OR DOWN 15% EACH PERIOD. INTEREST RATE PER PERIOD = 10% CALL OPTION

Price the put using put-call parity.

Reference no: EM131605947

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