# Question: Let S 100 K 105 r 8

Let S = $100, K = $105, r = 8%, T = 0.5, and δ = 0. Let u = 1.3, d = 0.8, and n =

a. What are the premium, ∆ and B for a European call?

b. What are the premium, ∆ and B for a European put?

a. What are the premium, ∆ and B for a European call?

b. What are the premium, ∆ and B for a European put?

## Answer to relevant Questions

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