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Just Problem 2 please! = = = Problem 1. Consider an one period model with three states and two assets, a risk-free bond B and

Just Problem 2 please!
= = = Problem 1. Consider an one period model with three states and two assets, a risk-free bond B and a stock. Suppose that Bo 100, BT 105, S. 10 and ST (8,9, 12). Consider a call-option on the stock with exercise price K 10. Find all the possible arbitrage-free prices for the call option. - Problem 2. In the model of Problem 1, calculate all the all the possible arbitrage-free prices for a put option with strike price K = 10

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