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Let S = $40, K = $40, r = 8% (continuously compounded), = 30% = 0 T = 0.5 year, and n = 2. Show

Let S = $40, K = $40, r = 8% (continuously compounded), = 30% = 0 T = 0.5 year, and n = 2. Show that the call price is $4.110. Then, compute the price of American and European puts.

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