Question: Consider a two period binomial tree model for non-dividend paying stock. Consider an American put = 50, = 5%, = 52, = 30% Each step

Consider a two period binomial tree model for non-dividend paying stock.

Consider an American put = 50, = 5%, = 52, = 30% Each step is 1 year = 1, T = 2.

Find u, d, p?

What is the call option price?

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