Question: Problem 1/ Given the following information, answer the below questions based on the incomplete 3-period American put option binomial tree; The risk free rate

Problem 1/ Given the following information, answer the below questions based on

Problem 1/ Given the following information, answer the below questions based on the incomplete 3-period American put option binomial tree; The risk free rate is 2% Time to expiration equals 4.5 months The risk neutral probability of the up movement is 0.45 G( ) E( F( 81.6 ) D( (30.72) ) A( B{ (0) ) C(43.776) 2/ Find the strike price? 1/ Find up and down movements 3/ Is there any barrier? explain why? 4/ Complete the empty boxes and parentheses of the tree

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