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Suppose you are given the following information: stock price = 35, u = 1.266, d = 0.876, n = 2 (two period), r = 3.00%

Suppose you are given the following information: stock price = 35, u = 1.266, d = 0.876, n = 2 (two period), r = 3.00% (per period). Calculate the hedge ratios and put option price (strike = 30) for all the nodes based on a two-period binomial tree model.

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