Question: . Let a CRR-market model be given. Let Bm=em with e = 1.1, U = 1.21, D=0.88, So = = 10, P(S = SOU) =

. Let a CRR-market model be given. Let Bm=em with e" = 1.1, U = 1.21, D=0.88, So = = 10, P(S = SOU) = 0.9. Compute the price Co of a call with exercise time N = 4 and exercise price K = 12. . Let a CRR-market model be given. Let Bm=em with e" = 1.1, U = 1.21, D=0.88, So = = 10, P(S = SOU) = 0.9. Compute the price Co of a call with exercise time N = 4 and exercise price K = 12
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