Question: Consider a 2 period Binomial Tree Model for stock in which the original stock price is 80 and U=1.6 and p=.7. A. Find the expected

Consider a 2 period Binomial Tree Model for stock in which the original stock price is 80 and U=1.6 and p=.7. A. Find the expected value of a Call Option at expiration with a strike price of 65. Your final answer should be correct to 3 places after the decimal point. B. Find the expected value of the Put Option at expiration with a strike Price of 75. Your final answer should be correct to 3 places after the decimal point. Put prob call v 80 The Expected Value of C65 is The Expected Value of P75 is Consider a 2 period Binomial Tree Model for stock in which the original stock price is 80 and U=1.6 and p=.7. A. Find the expected value of a Call Option at expiration with a strike price of 65. Your final answer should be correct to 3 places after the decimal point. B. Find the expected value of the Put Option at expiration with a strike Price of 75. Your final answer should be correct to 3 places after the decimal point. Put prob call v 80 The Expected Value of C65 is The Expected Value of P75 is

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