Question: A . Given the following 2 - period binomial tree, find the value of a call with a strike price of 2 1 . The

A. Given the following 2-period binomial tree, find the value of a call with a strike price of 21. The risk-free rate =4% and t =0.1.
25
22
2019
18
16
B. Assume that the value of the call is $2.00. Use the data provided after figuring out step one and put-call parity to find the put premium. (The put and call have identical strikes and identical expiration dates).

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