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A stock price is currently $30. Over each of the next two three-month periods it is expected to go up by 8% or down by

A stock price is currently $30. Over each of the next two three-month periods it is expected to go up by 8% or down by 10%. The risk-free interest rate is 5% per annum with continuous compounding.

a. Calculate the deltas of the European put and the European call at the different nodes of the binomial three

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