Question: 2. Consider a CRR model with T = 2, So = $100, S1 = $200 or S1 = $50, and an associated European call option

2. Consider a CRR model with T = 2, So = $100, S1 = $200 or S1 = $50, and an associated European call option with strike price K = $80 and exercise time T = 2. Assume that the risk free interest rate is r = 0.1

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