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1. Suppose A(0=10, A(T)=11, and S(O)=9, and S(T) = (12 7 p ~1-p Compute the price Co of a European call option with exercise time
1. Suppose A(0=10, A(T)=11, and S(O)=9, and S(T) = (12 7 p ~1-p Compute the price Co of a European call option with exercise time T and strike price equals to 8. 1 2. Suppose A(O)=100, A(T)=120, and S(O)=5, and S(T) = { p 3 ~1-p Compute the price C() of a European call option with exercise time T and strike price equals to 2. 1. Suppose A(0=10, A(T)=11, and S(O)=9, and S(T) = (12 7 p ~1-p Compute the price Co of a European call option with exercise time T and strike price equals to 8. 1 2. Suppose A(O)=100, A(T)=120, and S(O)=5, and S(T) = { p 3 ~1-p Compute the price C() of a European call option with exercise time T and strike price equals to 2
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