Question: SO 1 d X (a) (b) (c) (d) (e) 2 3 4 4 4 5 5 100 80 60 50 40 110 90 1.1 1.2

SO 1 d X (a) (b) (c) (d) (e) 2 3 4 4 4 5 5 100 80 60 50 40 110 90 1.1 1.2 1.3 1.2 1.1 1.4 1.3 0.9 0.8 0.8 0.9 0.7 0.7 0.9 95 100 75 n 45 40 120 80 0.05 0.04 0.06 0.03 0.05 0.06 0.04 (g) 2. Use the same values for n, So, u, d, X, and r as in Exercise 1, but find the value of a Euro- pean put associated with these parameters. SO 1 d X (a) (b) (c) (d) (e) 2 3 4 4 4 5 5 100 80 60 50 40 110 90 1.1 1.2 1.3 1.2 1.1 1.4 1.3 0.9 0.8 0.8 0.9 0.7 0.7 0.9 95 100 75 n 45 40 120 80 0.05 0.04 0.06 0.03 0.05 0.06 0.04 (g) 2. Use the same values for n, So, u, d, X, and r as in Exercise 1, but find the value of a Euro- pean put associated with these parameters
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