Question at position 8 A stock is selling for $100. Each year it will either increase or decrease in value by 20% (u=1.2, d=0.8). The continuously compounded risk-free rate is such that . In the binomial pricing tree, one period corresponds to one year. Below is a binomial tree showing the evolution of the stock price. Consider an exotic chooser option on this stock with a strike price of 96. The option matures in two years (T=2 years). The option can only be exercised at maturity. At t=1, you must choose whether you want the option to be a call or a put. Input the option cashflows at all nodes at t=2 below (Please enter a single numerical answer. Do not include the $ sign in your answer. Note that "ud" means the stock price moves up and then down and "du" means the stock price moves down and then up). is equal to Question Blank 1 of 4[input] is equal to Question Blank 2 of 4[input] is equal to Question Blank 3 of 4[input] is equal to Question Blank 4 of 4[input]多项填空题