Question: Please show work. I need to understand the concept behind it thanks Let S = $100, K = $95, sigma = 30%, r = 8%,

Please show work. I need to understand the concept behind it thanks

Let S = $100, K = $95, sigma = 30%, r = 8%, T = 1, and delta = 0. Let u = 1.3, d = 0.8, and n = 2. Construct the binomial tree for an American put option. At each node provide the premium, Delta, and B

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