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I need help ASAP THANK YOU (f) A European option is modeled with a 1-period binomial tree. You are given the following to find A

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(f) A European option is modeled with a 1-period binomial tree. You are given the following to find A for a 6-month European call option with a strike price of 40. 1. The strike price is 40. 2. The stock price is 40. 3. The continuous dividend rate is 1%. 4. The continuously compounded risk-free rate is 2%. 5. A for a 6-month European put option is -0.5

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