Do problem 11.2 please show work chegg solutioon is inccorect

11.1 Consider a one-period binomial model with h-1, where s-s 100, r-0,0-30%, and 0.08. Compute American call option prices for K-$70, $80, $90, and $100. a. At which strik b. Use put-call parity to explain why early exercise does not occur at the higher els) does early exercise occur? strikes c. Use put-call parity to explain why early exercise is sure to occur for all lower strikes than that in your answer to (a) 11.2 Repeat Problem 11.1, only assume that r 0.08. What is the greatest strike price at which early exercise will occur? What condition related to put-call parity is satisfied at this strike price? 11.1 Consider a one-period binomial model with h-1, where s-s 100, r-0,0-30%, and 0.08. Compute American call option prices for K-$70, $80, $90, and $100. a. At which strik b. Use put-call parity to explain why early exercise does not occur at the higher els) does early exercise occur? strikes c. Use put-call parity to explain why early exercise is sure to occur for all lower strikes than that in your answer to (a) 11.2 Repeat Problem 11.1, only assume that r 0.08. What is the greatest strike price at which early exercise will occur? What condition related to put-call parity is satisfied at this strike price