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EXCELL 6. Fill in all the cells labeled ??? in the following spreadsheet: Why is there no additional pricing tree for an American call option?

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6. Fill in all the cells labeled ??? in the following spreadsheet: Why is there no additional pricing tree for an American call option? A B K D E G H THREE-DATE BINOMIAL OPTION PRICING 1 2 Up, U 3 Down, D 4 1.35 0.95 state prices qu 90 40 1.25 40 Bond price ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? European put option 5 Initial stock price 6 Interest rate, R 7 Exercise price 8 9 Stock price 10 11 12 40 13 14 15 16 European call option 17 18 19 20 ??? 21 22 23 24 25 26 27 28 29 30 ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? American put option ??? ??? ??? ??? ??? ??? 6. Fill in all the cells labeled ??? in the following spreadsheet: Why is there no additional pricing tree for an American call option? A B K D E G H THREE-DATE BINOMIAL OPTION PRICING 1 2 Up, U 3 Down, D 4 1.35 0.95 state prices qu 90 40 1.25 40 Bond price ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? European put option 5 Initial stock price 6 Interest rate, R 7 Exercise price 8 9 Stock price 10 11 12 40 13 14 15 16 European call option 17 18 19 20 ??? 21 22 23 24 25 26 27 28 29 30 ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? ??? American put option

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