A stock Assignment | College Homework Help

A stock is currently trading for $100 each month the stock when I the increase in price by a factor of U equals 1.05 or fall by a factor of D equals 0.90 the risk free rate of interest per month is 0.1668% in simple terms and investment of a dollar at the risk free rate returned 1.01668 after 1 month what is the price of a 100 strike to month European put option?

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