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Investors are risk neutral and we have the following binomial tree: A. Calculate the probability of every state in the next two years when rf

Investors are risk neutral and we have the following binomial tree:

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A. Calculate the probability of every state in the next two years when rf = 3% B. Use these probabilities to calculate the price of a two-year call option on this stock with a strike price $60. C. Then, price a two-year European put option with the same strike price.

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