Question: For a BAPM with N = 2, r = 1/5, u = 2, d = 1/2, and S_0 = 8, determine the arbitrage free price

For a BAPM with N = 2, r = 1/5, u = 2, d = 1/2, and S_0 = 8, determine the arbitrage free price of a European put option with strike K = 10 and its replicating strategy. For a BAPM with N = 3, r = 1, u = 1.5, d = 9, and S_0 = 7.43, determine the arbitrage free price of a floating strike Lookback option and its replicating strategy. For a BAPM with N = 3, r = 1, u = 1.5, d = 9, and S_0 = 7.43, determine the arbitrage free price of an Asian call option (V_N = (S_ave - S_N)_+, with S_ave being the arithmetic average, and payoff only at maturity) and its replicating strategy

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