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Let the risk-free rate be 10%. Suppose a stock follows a one period binomial tree structure...

Let the risk-free rate be 10%. Suppose a stock follows a one period binomial tree structure with a spot value of $100, a value of $120 in the up state at time 1, and a value of $80 in the down state at time 1. What is the time 0 price of a put option written on the stock with a strike of $90?

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Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

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