26. (Requires Writing Code) (a) Write a program to price a down-and-in barrier call option...

26. (Requires Writing Code) (a) Write a program to price a down-and-in barrier call option with the following parameters: S = 50, strike K = 50, an annual risk-free rate r = 3%, volatility and barrier H = 45. Use a CRR pricing tree with a time step of one year for each period. The maturity of the option is six years.

(b) Modify the program to price the down-and-in put.

(c) Does European put-call parity hold for barrier options? Why?