Question: A. Let 343,51, . . . , SN be a price process in the Nperiod binomial model, with parameters r,n,d,p, gap and i all having

A. Let 343,51, . . . , SN be a price process in the Nperiod binomial model, with parameters r,n,d,p, gap" and i all having their usual meanings. Let c :3- . Suppose that d a: 1 + 1"

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