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3. Use the binomial tree model to compute (,B),C0 and the risk neutral measure (p,z). : The option is the 1-year put option with Strike

image text in transcribed 3. Use the binomial tree model to compute (,B),C0 and the risk neutral measure (p,z). : The option is the 1-year put option with Strike k=40, and length h=1. Moreover, r=0.08,=0

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