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Question: create a fourperiod binominal price tree and find the fair...

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Create a four-period binominal price tree and find the fair value of an European call and put options and an American put option on a nondividend-paying stock if the initial stock price is 82 PLN, the strike price of 80 PLN is expiring at the end of the fourth month, the compound risk-free interest rate is 12% per annum, and σ= 0.1 . Please solve in details.

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