Let s0 120 dollars and let u02 d -01 r01 consider a call


Let s(0)= 120 dollars and let U=0.2, D= -0.1, R=0.1. Consider a call option with a strike price X=120 and exercise time T =2. Find the option price and the replicating strategy.

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Financial Management: Let s0 120 dollars and let u02 d -01 r01 consider a call
Reference No:- TGS01412892

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