Question: = = Problem 4: Consider a binomial model with N = 2, u = 1.3, d 0.8, r = 0.1, and So 100. A forward

= = Problem 4: Consider a binomial model with N =

= = Problem 4: Consider a binomial model with N = 2, u = 1.3, d 0.8, r = 0.1, and So 100. A forward start put gives its holder the right to sell the stock at N for the strike given by stock's price SM computed at start date M

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