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QUESTIONS 10 points Save Answer A stock price is currently SSO. It is known that at the end of six months it will be either 553 or $48. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a six month European PUT option with a strike price of 555? a. Draw stage Binomial tree and show all the data ce the tree diagram. b. Calculate PUT option price today using PORTFOLIO method. For the toolbar, press ALT.F10 PALT.FF10 Mall BIUS Paragraph Arial 2 IX 12 III = O WORDS POWERED BY TINY QUESTION 4 10 points avenwer Duppose took price today 500 and price of 3-month European 70. Click Save and the end mit Chek Alle hoteller Close Window Save and Sub QUESTION 3 10 points Beve Answer A stock price is currently 550. It is known that at the end of six months it will be either S$3 or S48. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a six- month European PUT option with a strike price of 555? a. Draw 1 stage Binomial tree and show all the data on the tree diagram b. Calculate PUT option price today using PORTFOLIO method. For the toolbar, presa ALT.F10 PC) or ALTEN.F10 Mac BIUS Paragraph Ariel 14 * * * I. ** O WORDS POWERED BY TINY QUESTION 4 10 points fove Answer Suppose Stock price today is 5005 and price of 3-month European care Click Save and the now and submit. Click Save All Arealmers