Using the information in the previous problem, compute the prices of In previous problem Suppose that S
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In previous problem
Suppose that S = $100, K = $100, r = 0.08, σ = 0.30, δ = 0, and T = 1. Construct a standard two-period binomial stock price tree using the method in Chapter 10.
a. An Asian arithmetic average strike call.
b. An Asian geometric average strike call.
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