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3. For the one-period interest rate model, the general option pricing formula is Coo = (1+r, 41) ' (9.C +(1-9.)C.) for 9. Pu - P.

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3. For the one-period interest rate model, the general option pricing formula is Coo = (1+r, 41) ' (9.C +(1-9.)C.) for 9. Pu - P. (1+0,41) P.-P. with 1000 1000 Po and P 1 + 711 1+ A Verify that Pore = (1+11) (P+(1-4).). You can solve the following problems manually, but you are encouraged to use MATLAB, Excel or any other programming languages, 3. For the one-period interest rate model, the general option pricing formula is Coo = (1+r, 41) ' (9.C +(1-9.)C.) for 9. Pu - P. (1+0,41) P.-P. with 1000 1000 Po and P 1 + 711 1+ A Verify that Pore = (1+11) (P+(1-4).). You can solve the following problems manually, but you are encouraged to use MATLAB, Excel or any other programming languages

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