Exercise 4.6. Calculate the price of stock-or-nothing option from the tree limit: ifs> E 0 otherwise Payoff(S) = (4.20) see Exercise 4.5. Exercise 4.7. Calculate the price of a European Put option from the tree limit by using the appropriate payoff function in the integration formula (4.10). Exercise 4.8. Check that the formulas for the call option (see class notes) and put option (see Exer- cise 4.7) satisfy the Put-Call Parity. Exercise 4.6. Calculate the price of stock-or-nothing option from the tree limit: ifs> E 0 otherwise Payoff(S) = (4.20) see Exercise 4.5. Exercise 4.7. Calculate the price of a European Put option from the tree limit by using the appropriate payoff function in the integration formula (4.10). Exercise 4.8. Check that the formulas for the call option (see class notes) and put option (see Exer- cise 4.7) satisfy the Put-Call Parity