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6. Using the same numerical values as in the 2-period binomial model in Example 2 a. Calculate today's price, P0, of a 6-month European put

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6. Using the same numerical values as in the 2-period binomial model in Example 2 a. Calculate today's price, P0, of a 6-month European put option with strike K=$100. b. Calculate today's value of a 6-month forward contract with purchase price K=$100. c. Verify that C0P0=VFA(0,T,K). FIGURE 5:5 Two-period er

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