Home /
Expert Answers /
Finance /
use-the-binomial-option-pricing-model-to-calculate-the-price-of-a-call-option-show-your-calculati-pa807
(Solved): Use the binomial option pricing model to calculate the price of a call option. Show your calculati ...
Use the binomial option pricing model to calculate the price of a call option. Show your calculations. Based the data and attributes in Q\#13, what is the price of the put option? Show you calculations.
Expert Answer
Calculation of Call option r=4.2512×9=3.1875 Su = 35 *1.12 = 39.2 Sd = 35*0.83 = 29.05 Cu