Question: Q Use two step binomial tree to calculate 8 month European call and put using risk neutral valuation S0= 30 Strike = 34 U =

Q Use two step binomial tree to calculate 8 month European call and put using risk neutral valuation

S0= 30

Strike = 34

U = 1.11

D = 0.9

Rf = 0.06

2 four month periods

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