Question: Let S = $60, K = $65, r = 7% (continuously compounded), T = 0.25, and d = 0. Let u = 1.3, d =

Let S = $60, K = $65, r = 7% (continuously compounded), T = 0.25, and d = 0. Let u = 1.3, d = 0.65, and n = 1. What are D and B for a European put?
a.
b.
c.
d.
e.

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