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2.2. You have a stock in the three-period binomial model such that So = 4, S (H) = 8, S (T) = 2, and r

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2.2. You have a stock in the three-period binomial model such that So = 4, S (H) = 8, S (T) = 2, and r = 0.25. (a) Work out the value tree for a 3-period strike-$15.635 European call. 2.2. You have a stock in the three-period binomial model such that So = 4, S: (H) = 8, S1 (T) = 2, and r = 0.25. (b) Work out the value tree for a 3-period strike-$15.625 European put

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