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A stock is trading at $80 and we assume a one-period binomial tree model where the stock can either increase to 92 with probability p = 0.8, or falls to 70 with probability 1-p = 0.2, in the next one year. The continuous compounding interest rate is 5% per year. In this model, the value today of a one-year European put option with a strike K = $85 is:A stock is trading at $80 and we assume a one-period binomial tree model where the stock can either increase to 92 with probability p = 0.8, or falls to 70 with probability 1-p = 0.2, in the next one year. The continuous compounding interest rate is 5% per year. In this model, the value today of a one-year European put option with a strike K = $85 is:

User McGlothlin
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Final answer:

To calculate the value today of a one-year European put option with a strike price of $85, we need to determine the expected value of the option at the end of the year and then discount it back to the present using the continuous compounding interest rate of 5% per year. The value today of the put option is approximately $2.86.

Step-by-step explanation:

To calculate the value today of a one-year European put option with a strike price of $85, we need to determine the expected value of the option at the end of the year and then discount it back to the present using the continuous compounding interest rate of 5% per year.

In the given binomial tree model, the stock can either increase to $92 with a probability of 0.8 or fall to $70 with a probability of 0.2. To find the value of the put option at the end of the year, we compare the strike price of $85 to the potential stock prices.

If the stock increases to $92, the put option is not exercised and its value is $0. If the stock falls to $70, the put option is exercised and its value is $85 - $70 = $15.

We can calculate the expected value of the put option as follows:

Expected value = (Value if stock increases) * (Probability of increase) + (Value if stock falls) * (Probability of fall)\\Expected value = ($0 * 0.8) + ($15 * 0.2) = $3\\

The value today of the put option is then obtained by discounting the expected value back to the present:

Value today = Expected value / (1 + interest rate)^number of periods\\Value today = $3 / (1 + 0.05)^1 = $2.86\\

Therefore, the value today of a one-year European put option with a strike price of $85 is approximately $2.86.

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