Using three-step binomial tree-find value of european

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Reference no: EM131911791

Using a 3-step binomial tree, find the value of a European 4000-Put with 12 months to maturity for a stock index with a current level of 3800 with 18% volatility and a 1% dividend payout rate (per year) when the risk free rate is 3% per year. Make an excel spreadsheet.

Reference no: EM131911791

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