Question: Give an example of a Cox-Ross-Rubinstein model with expected relative stock return equal to 0.1, E[S(t) = S(t 1)] = 0.1, and variance equal

Give an example of a Cox-Ross-Rubinstein model with expected relative stock return equal to 0.1, E[S(t) = S(t − 1)] = 0.1, and variance equal to 0.2,Var[S(t) = S(t − 1)] = 0.2. That is, choose the values of parameters p.u. and d so that these conditions are satisfied.

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