How to calculate Cuu?

1. 56
2. 90
3. 46
4. 86
5. 23

Cud?

1. 15
2. 20
3. 0
4. 5
5. 2

Cdd?

1. 0
2. 34
3. 10
4. 8
5. 2

The hedge ratio for Cu is?

1. 0.75
2. 0.5
3. 0.25
4. 1
5. 0

Cu?

1. 23.334
2. 39.555
3. 10.987
4. 19.434
5. 35.238

The hedge ratio for Cd is?

1. 0.0984
2. 0.2333
3. 0.0001
4. 0.04167
5. 0.1645

Cd=?

1. 0.398
2. 0.777
3. 0.890
4. 0.239
5. 0.794

To calculate C0, the hedge ratio is?

1. 0.666
2. 0.456
3. 0.654
4. 0.574
5. 0.897

C0=

1. 19.8
2. 14.4
3. 22.3
4. 17.5
5. 22.3

Setting: A stock price can take only two possible values for 1 period X=$110T=2periodRf=5%perperiod No dividend payment before the expiration date European style call option - 83 Setting: A stock price can take only two possible values for 1 period X=$110T=2periodRf=5%perperiod No dividend payment before the expiration date European style call option - 83