Question: post all the steps Let S = $85, K = $80, r = 5% (continuously compounded), T = 0.5, and d = 0. Let u

post all the steps

Let S = $85, K = $80, r = 5% (continuously compounded), T = 0.5, and d = 0. Let u = 1.2, d = 0.8, and n = 1. Calculate the value of a European put if D = 0.352941 and B = 35.1112.

a.

$4.344

b.

$6.593

c.

$5.111

d.

$6.542

e.

$3.680

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