Question: Based on the data from the previous two problems and the following binomial tree, compute the delta, gamma, and theta using the extended method. 129.39

Based on the data from the previous two problems and the following binomial tree, compute the delta, gamma, and theta using the extended method.

129.39 79.39 101.02 0 51.99 78.87 0 78.87 31.30 28.87 61.58 0

129.39 79.39 101.02 0 51.99 78.87 0 78.87 31.30 28.87 61.58 0 61.58 0 17.92 13.53 48.08 3.48 48.08 0.98 48.08 9.92 6.34 0 37.54 8.07 6.34 37.54 1.92 2.97 0 12.58 29.31 11.49 29.31 0 0 18.77 22.88 20.69 0 26.15 17.87 0 32.13

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