Question: question attached (1) In a 2-period binomial model, the current underlying stock price is $50, in each period the stock can either go up by

question attached

(1) In a 2-period binomial model, the current underlying stock price is $50, in each period the stock can either go up by 10% or down by 10%, the risk free rate is 2%. (a) Calculate the risk neutral probability q for the up state. (b) Determine the prices and hedge ratios of a European put struck at $52 at each period

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