Question: . Consider a binomial model with parameters T = 3, S0 = 100, r =0, u = 1, d = 0.5, p ? (0, 1).

. Consider a binomial model with parameters T = 3, S0 = 100, r =0, u = 1, d = 0.5, p ? (0, 1). Consider the replicating portfolioof a call option with strike price 100. Answer the followingquesti 2 answers

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