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Problem 4 1. Construct a binomial tree with 3 nodes (you can model the time using the integer n= 0, 1, 2) and with the parameters 7 So = 20, u = - 1.5, d = 0.25, r = 0.15, K = 20 - for computing the price Vo of a European call option. 2. Give also the hedging strategy A, at time 0. 3. Compute now the price of a Lookback option with payoff a V2 = malosn