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Math Help - Binomial Tree Model for Option Pricing Help!

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    Binomial Tree Model for Option Pricing Help!

    Binomial Tree Model for Option Pricing Help!-question.jpg
    According to my math calc's, I find the following but I can't prove it to be greater than S-K

    Binomial Tree Model for Option Pricing Help!-question1.jpgAny advice would be much appreciated !
    Last edited by anwonder; September 28th 2011 at 07:29 AM.
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