654 PART 4 Options A B C D E F G H I J K 3 Up 15% 4 Down -10% 5 6 Initial stock price 50 7 Interest rate 3% 8 Exercise price 60 9 10 Stock price 11 12 13 14 15 16 456 Date 0 Bond price 66.13 1.0609 57.5 1.03 50 51.75 1 1.0609 45 1.03 Date 1 40.50 Date 2 1.0609 Date 0 Date 1 Date 2 a. Price a European call on the stock with an exercise price of $60. b. Price a European put on the stock with an exercise price of $60. Price an American call on the stock with an exercise price of $60. d. Price an American put on the stock with an exercise price of $60. C.