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Use the binomial option pricing model to calculate the price of a call option and put option. Spot price $35 Expiry 9 months Risk-free rate

Use the binomial option pricing model to calculate the price of a call option and put option.

Spot price $35

Expiry 9 months

Risk-free rate 4.25%

Up factor 1.12

Down factor 0.83

Risk neural probability 0.564

Show your calculations.

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