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The following information refers to part A)-E) below, select the right answer from the drop-down menu. stock are shown in the binomial tree below: Patom=(0.3922,0.5882,0.1538,0.2307,0.2307,0.346)
The following information refers to part A)-E) below, select the right answer from the drop-down menu. stock are shown in the binomial tree below: Patom=(0.3922,0.5882,0.1538,0.2307,0.2307,0.346) A) The fair price for the European put option with strike price of 1.01 (rounded to 3 decimals) B) An American call option with strike price of 1.08 : C) Compute the fair price for the American call option with strike price of 1.08 : (rounded to 3 decimals) D) An American put option with strike price of 1.08 : E) Compute the fair price for the American put option with strike price of 1.08 : (rounded to 3 decimals)
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