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Beta Price Expiry Exercise Stock (Months) Price Price AYE Call 1.2 $6 9 $30 $35 PIE Call 1.4 $6 9 $30 $35 0 1

Beta Price Expiry Exercise Stock (Months) Price Price AYE Call 1.2 $6 9 $30 $35 PIE Call 1.4 $6 9 $30 $35 0 1 2 3 node uuu rate price coupon r0 0.075000 ? r12u 0.084810 ? 6.500000 r23uu 0.096030 ? 6.500000 r23ud 0.078620 ? 6.500000 100.000000 6.500000 uud 100.000000 6.500000 r12d 0.069440 6.500000 udd r23dd 0.064370 ? 100.000000 6.500000 6.500000 ddd 100.000000 6.500000

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