Question: Q Use a two step binomial tree to calculate the value of eight month American put option. Q - Without calculations, what is the value
Q Use a two step binomial tree to calculate the value of eight month American put option.
Q - Without calculations, what is the value of 8 month American call option. Why??
S0= 30
Strike = 34
U = 1.11
D = 0.9
Rf = 0.06
2 four month periods
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