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Problem 3 . 5 Under the same setup as in Problem 3 . 4 , compute the prices of : ( a ) a 6

Problem 3.5
Under the same setup as in Problem 3.4, compute the prices of :
(a) a 6-month American call option with strike price $101
(b) a 6-month American put option with strike price $101.
(c) Compare the prices of the American and European call options and comment on the result.
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