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Question 5(15pts). Consider the 2-period binomial model with S0=200,u=2,d=21 and r=41. What is the time-zero price of a (European) call option with a strike price

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Question 5(15pts). Consider the 2-period binomial model with S0=200,u=2,d=21 and r=41. What is the time-zero price of a (European) call option with a strike price of $150 ? Compute the number of shares of stock which should be held by the replicating portfolio at time 0 and 1

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