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Unformatted text preview: ? 126.444 3 100.000 ? 82.7263 68.4365 A) Using the above binomial tree, determine the price (4 decimal places) of a 1 year European Call option with strike price of $102 B) Using Call-Put parity, determine the price of a 1 year European Put option with strike price of $102...
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- Summer '10
- Stock Price tree