Let S = $75, K = $80, r = 6% (continuously compounded), T = 0.75,...
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Let S = $75, K = $80, r = 6% (continuously compounded), T = 0.75, and d = 0. Let u = 1.15, d = 0.75, and n = 1. What are D and B for a European put?
| a. | D = 0.7917; B = 65.2767 | |
| b. | D = 0.8653; B = 76.1126 | |
| c. | D = 0.5478; B = 81.7917 | |
| d. | D = 0.5083; B = 73.1752 | |
| e. | D = 0.6120; B = 64.4281 |
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