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P is the price and h is the hedge ratio 2. Consider the three call options identical in every respect except for the maturity of

P is the price and h is the hedge ratio

2. Consider the three call options identical in every respect except for the maturity of 0.5. 1, and 1.5. Specifically, the stock price is GHS 100, the annually compounded risk free rate is 5%, and the strike price is GHS 100. Use a one-period binomial model with u-4/3 and d 3A. Calculate the p and h. Explain

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