Question: Let S = $75, K = $80, r = 6% (continuously compounded), T = 0.75, and d = 0. Let u = 1.15, d =
Let S = $75, K = $80, r = 6% (continuously compounded), T = 0.75, and d = 0. Let u = 1.15, d = 0.75, and n = 1. What are D and B for a European put?
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