Calculate the price of a call and a put option

Reference no: EM131951605

Question: Calculate the price of a call and a put option with exercise price $10 and two periods on a stock whose intial price is $13. The stock can go up by 1.1 (u=1.1), or down by 0.8 (d=0.8), the risk free rate is 0.2% per period. The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM131951605

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