Question: Exercise 6.7 Let S(0) 50, R-: 5%, U 30% and D-:-10%. Find the price of a European call and put with strike price X =

Exercise 6.7 Let S(0) 50, R-: 5%, U 30% and D-:-10%. Find the price of a European call and put with strike price

Exercise 6.7 Let S(0) 50, R-: 5%, U 30% and D-:-10%. Find the price of a European call and put with strike price X = 60 to be exercised after N-3 time steps

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