Question: Problem 3 . 5 Under the same setup as in Problem 3 . 4 , compute the prices of: ( a ) a 6 -

Problem 3.5
Under the same setup as in Problem 3.4, compute the prices of:
(a) a 6-month American call option with strike price $51
(b) a 6-month American put option with strike price $51.
Problem 3 . 5 Under the same setup as in Problem

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