1. For this problem use the model parameters of Exercise 2, section 2.4. (a) Find the superhedging strategy for the American call option, and the time-zero cost of that strategy. (b) Find the superhedging strategy for the American put option, and the time-zero cost of that strategy. 2. Consider a CRR model with T = 2, So = $100, Si = $200 or Si = $50, and an associated European call option with strike price K = $80 and avercise time T = 2. Assume that the risk free interest rate is r = 0.1 n . 1 1. For this problem use the model parameters of Exercise 2, section 2.4. (a) Find the superhedging strategy for the American call option, and the time-zero cost of that strategy. (b) Find the superhedging strategy for the American put option, and the time-zero cost of that strategy. 2. Consider a CRR model with T = 2, So = $100, Si = $200 or Si = $50, and an associated European call option with strike price K = $80 and avercise time T = 2. Assume that the risk free interest rate is r = 0.1 n . 1