For the next three questions, use the following information: Let S = $100, K = $105,...

 

 

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For the next three questions, use the following information: Let S = $100, K = $105, r = 8%, T = 0.5, and 8 = 0. Let u= 1.3, d=0.8, and n=1. 1 1 point What is for a European call option? Type your answer... 2 1 point What is B for a European call option? Type your answer.... 3 1 point What is the call premium for this option? Type your answer... 好 For the next three questions, use the following information: Let S = $100, K = $105, r = 8%, T = 0.5, and 8 = 0. Let u= 1.3, d=0.8, and n=1. 1 1 point What is for a European call option? Type your answer... 2 1 point What is B for a European call option? Type your answer.... 3 1 point What is the call premium for this option? Type your answer... 好

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To calculate the European call option value C the riskneutral probability B and the call premium we ... View the full answer