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3. Suppose that S(0) = 45, 0.05, r-0.1 . Assume the price of a one year gap call with a payoff of S(1)-46, if S(1)

3. Suppose that S(0) = 45, 0.05, r-0.1 . Assume the price of a one year gap call with a payoff of S(1)-46, if S(1) > 45 is 5.633, and the price of a one year at-the-money cash-or-nothing put on the stock is 0.432. Calculate the price of a one-year European gap option; If the stock price payoff is 43 - S(1), and zero 3. Suppose that S(0) = 45, 0.05, r-0.1 . Assume the price of a one year gap call with a payoff of S(1)-46, if S(1) > 45 is 5.633, and the price of a one year at-the-money cash-or-nothing put on the stock is 0.432. Calculate the price of a one-year European gap option; If the stock price payoff is 43 - S(1), and zero

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