Question: Consider a two-period binomial model in which a stock currently trades at price of $ 95. The stock price can go up 20% or down

Consider a two-period binomial model in which a stock currently trades at price of $ 95. The stock price can go up 20% or down 17% each period. The risk free rate is 5%. Calculate the price of a call and put options expiring in two periods with an exercise price of $90 (use excel)

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