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Consider the following Binomial Tree of asset prices. In this situation, S(0) = $100, r = 8.00%, T= 1 year and sigma = 20.00%. Use

Consider the following Binomial Tree of asset prices. In this situation, S(0) = $100, r = 8.00%, T= 1 year and sigma = 20.00%. Use the Drifted Binomial model and the replication of risk approach to calculate the value of a put option with K = 100.
2. Consider the following Binomial Tree of asset prices. In this situation, S(0) = $100, r = 8.00%, T = 1 year and sigma = 20.00%. Use the Drifted Binomial model and the replication of risk approach to calculate the value of a put option with K = 100. 143.741 119.892 100.000 108.329 90.355 81.641 2. Consider the following Binomial Tree of asset prices. In this situation, S(0) = $100, r = 8.00%, T = 1 year and sigma = 20.00%. Use the Drifted Binomial model and the replication of risk approach to calculate the value of a put option with K = 100. 143.741 119.892 100.000 108.329 90.355 81.641

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