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TSLA is a non - dividend paying stock. The price of one TSLA share today is $ 1 4 1 . TSLA price volatility is

TSLA is a non-dividend paying stock. The price of one TSLA share today is $141. TSLA price volatility is 71% per
annum. The Treasury spot curve is flat at 4% per annum.
Use a Cox-Ross-Rubinstein 2-step tree to value a 1-year European Put option on the stock with a strike
price of $141.
Use a Cox-Ross-Rubinstein 2-step tree to value a 1-year American Put option on the stock with a strike
price of $141
Use a Cox-Ross-Rubinstein 10-step tree to value a 1-year European Put option on the stock with a strike
price of $141
Use a Cox-Ross-Rubinstein 10-step tree to value a 1-year American Put option on the stock with a strike
price of $141
Use Black-Scholes-Merton to value a 1-year European Put option on the stock with a strike price
of $141.(Show all the formulas)
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