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S0 = $98, X = $100. Assume during each period the stock will either rise 2.50% or fall 1.50%. Assume the risk free rate of

S0 = $98, X = $100. Assume during each period the stock will either rise 2.50% or fall 1.50%. Assume the risk free rate of return per period is 1.00%. Run a 5-period/node model assuming expiration is at the last period. Please provide the current and all valuations for a Call, an American Put and a European Put. Show Excel calculation and formulas.

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