Question: 8. (European Option Nonrecombining Binomial Tree) Write a VBA program to determine the initial price of a European Call and European Put option in a
8. (European Option Nonrecombining Binomial Tree)
Write a VBA program to determine the initial price of a European Call and European Put option in a nonrecombining binomial tree model based on the following data:
• S(0) 5 100; K 5 105; T 5 1; r 5 8%; σ 5 30%; M 5 10
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