Question: Let S = $ 1 00, K = $95, SD = 30%, r = 8%, T = 1 , and DY = 0. Let u

  1. Let S = $ 1 00, K = $95, SD = 30%, r = 8%, T = 1 , and DY = 0. Let u = 1 .3, d = 0.8, and n = 2. Construct the binomial tree for a European Put option. At each node provide the premium, Delta, and Beta.

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