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answer all questions with explanation (30 pts) Let S = $100, K = $95, r = 8%, T = 1, and o = 0. Let

answer all questions with explanation

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(30 pts) Let S = $100, K = $95, r = 8%, T = 1, and o = 0. Let u = 1.3, d = 0.8, and n = 2. Under the Binomial tree assumption, price . a 1-year European call option. . a 1-year European put option

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