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|If So = 36, X = 38, u=1.07, d=0.94, r= .0225 a) Find the price of the two-period binomial put option (show your steps for

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|If So = 36, X = 38, u=1.07, d=0.94, r= .0225 a) Find the price of the two-period binomial put option (show your steps for partial credit; box the final answers) b) State the hedge ratio at the beginning of the first period

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