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Consider the following two market price processes for two shares traded in the same market (ie either both prices go to node 'up' or both

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Consider the following two market price processes for two shares traded in the same market (ie either both prices go to node 'up' or both prices go to node 'down' at the future time). Let At be the market value of share A at time t. Correspondingly, Pt is the market value of share P at time t. De two relevant times are t = 0 and t = T. At 140 Pt 41 100 30 80 25 What is the time o market prices in this market for a call option and a put option on share A, where both options have maturity at time T and exercise price K = 96

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