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Question: find the fair value of an european call option and...

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Find the fair value of an European call option and an American put option using the incoherent and coherent binomial option tree if the underlying asset pays dividend of 4 PLN in one and half month. The initial stock price is 60 PLN, the strike price of 58 PLN is expiring at the end of the third month, the continuously compounded risk-free interest rate is 10% per annum, and the stock volatility is 20%.

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