Question: (Exercise 6.12 adapted) Let parameters be S(0) -0.1, R= 0.05 = 100, U = 0.1, D = Find Ex [S(2) P] (a) (b) Find

(Exercise 6.12 adapted) Let parameters be S(0) -0.1, R= 0.05 = 100,

(Exercise 6.12 adapted) Let parameters be S(0) -0.1, R= 0.05 = 100, U = 0.1, D = Find Ex [S(2) P] (a) (b) Find S(1) and confirm it is the same random variable in (a) (c) Find E. [S(3)|P2] (d) Find S(2) and confirm it is the same random variable in (c)

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