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398 - T0 0.00 Ti 0.10 Change in T 0.10 Risk-Free Rate So...

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T0 Ti Change in T Risk-Free Rate So Volatility Exercise Price 0.00 0.10 0.10 0.05 100 0.15 105 0 1 2 3 115.29 10.29 109.95 1 4.95 1 104.86 104.86 1.82 0 100 100 1 1.91 0 1 95.37 95.37 0 0 90.95 0 86.74 0
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0 1 2 3 0 0 1 1 0 0 0 100 0 1 0 0 1 0 0 0 0 0 0 0 0
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u d a p 1.05 0.95 1.01 10.06 4 5 6 7 8 9 160.7 55.7 153.25 186.57 146.15 146.15 423.19 41.15 139.38 139.38 34.38 160.23 132.92 132.92 132.92 27.92 375.48 27.92 126.77 126.77 126.77 21.77 21.77 136.27 120.89 120.89 120.89 120.89 15.89 15.89 332.09 15.89 115.29 115.29 115.29 10.29 10.29 114.48 109.95 109.95 109.95 109.95 4.95 4.95 699.22 4.95 1 104.86 104.86 104.86 0 7001.11 49.58 100 100 100 100 0 0 0 0 1 95.37 95.37 95.37 0 0 0 90.95 90.95 90.95 90.95 0 0 0 0 86.74
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