Question: Consider a model for a security with time zero value S0 = 150, a yearly effective interest rate of .01% and volatility ^2 = (.02)^2

Consider a model for a security with time zero value S0 = 150, a yearly effective interest rate of .01% and volatility ^2 = (.02)^2 . Implement a binomial model to price option in python.

3. Price an Asian Call Option with payoff ((1/T)(Integral from 0 to T)(Stdt) X)⁺ with expiry T = 1/2 years and strike price X = 150. Carry out the binomial model in N = 25 an N = 50, steps.

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