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I have 30 min pls 2. Let S(O) (which is the last two digits of your student mumber) dollars, u =0.4. d=-0.1 and r=0.2. Consider

image text in transcribedI have 30 min pls

2. Let S(O) (which is the last two digits of your student mumber) dollars, u =0.4. d=-0.1 and r=0.2. Consider a call option with strike price X (equal to S(O)) dollars and exercise time I = 2. (a) (30 pts. Find the option price. (b) (30 pts. Find the replicating strategy. s(0)=32

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