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1. Let S $100, K $103, r 8%, T-0.5, 0 and u = 1.3, d What are the premium, , and B for a European

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1. Let S $100, K $103, r 8%, T-0.5, 0 and u = 1.3, d What are the premium, , and B for a European call option? 0.8, n = 1 . a. 1. Let S $100, K $103, r 8%, T-0.5, 0 and u = 1.3, d What are the premium, , and B for a European call option? 0.8, n = 1 . a

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