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7. A European option is modeled with a 1-period binomial tree. You are given the following to determine A for a 6-month European put option

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7. A European option is modeled with a 1-period binomial tree. You are given the following to determine A for a 6-month European put option with a strike price of 20. (a) The stock price is 20. (b) The strike price is 20. (c) The continuously compounded risk-free rate is 3%. (d) The continuous dividend rate is 1%. (e) A for a 6-month European call option is 0.4

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