ALFA’s price is currently ¥8,000. At the end of one month when its options expire, the price is either go up by 5% or down by 15%. If the risk-free is –0.20% for the period, what should be the value of a put with a strike price of ¥7,950? * ¥299.60 ¥333.67 ¥236. 93

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