Question: Inputs Trees |So = 95.00 Period 0 1 2 | = 20% Time 0.000 0.125 0.250 |T = 0.250 Stock Price 109.43 n =

Inputs Trees |So = 95.00 Period 0 1 2 | = 20%

Inputs Trees |So = 95.00 Period 0 1 2 | = 20% Time 0.000 0.125 0.250 |T = 0.250 Stock Price 109.43 n = 2 101.96 dt 0.125 95.00 u = 1.073 95.00 Id = 0.932 X = 95.00 =J| 2.00% 95.00 88.51 82.47 Hedge Ratio Cash Asian Call Price 0.35 -30.95 0.33 0.00 -29.27 0.00 $7.13 $4.71 $2.32 $2.35 $0.00 $0.00 $0.00

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