Question: Consider a two-period binomial tree model for a non-dividend paying stock. Assume the current price S - =63, risk-free rate r=3%, and volatility =10%. Question

Consider a two-period binomial tree model for a non-dividend paying stock. Assume the current price S - =63, risk-free rate r=3%, and volatility =10%. Question 21 a) Find the price of a European call on the stock with time to maturity T=1, strike price K=60. The Europoan call price: s (Keep two decimal places) b) Find the price of an American put on the stock with time to maturity T=1, strike price K=60. The American put price: 9 (Keep two decimal places) If it's a European put with time to maturity T=1, strike price K=60, would your result be the same with part b)? (Enter "Yes" or "No")

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