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S=100, sigma=0.30, r=0.05, delta=0.03, T=3 and n=3 a) What is the price of an American call option with stirke price 95 b) What is the

S=100, sigma=0.30, r=0.05, delta=0.03, T=3 and n=3

a) What is the price of an American call option with stirke price 95

b) What is the price of an American put option with strike price 95

c) Now repeat part a and b with S=95 and strike price 100

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