1=call,	Inputs
	0=put	1		call
	Asset	100		Solved:
	Strike	100		u	1.100	<< magnitude of up jump
	Time (yrs)	0.5		d	0.900	<< magnitude of down jump
	Volatility			a	1.041
	Riskless	8.0%		p	0.7041	<< probability of up jump
	Div Yield			1-p	0.2959	<< probability of down jump
		Time Node		0.0		0.50		1.00
								121.00
								21.000
						110.00
						14.2054
		Stock		100.00				99.00
		Option		9.6092				-
						90.00
						-
								81.00
								$0.0

		Inputs
	1=call, 0=put	-		put
	Asset	$100.00		Solved:
	Strike	$100.00		u	1.1000	<< magnitude of up jump
	Time (yrs)	0.5		d	0.9000	<< magnitude of down jump
	Volatility			a	1.0408
	Riskless	8.0%		p	0.7041	<< probability of up jump
	Div Yield	0.0%		1-p	0.2959	<< probability of down jump
				Time Node
				0.0		0.50		1.00
								121.00
								-
						110.00
						0.28
		Stock		100.00				99.00
		Option		1.92				1.00
						90.00
	Put-Call Parity:					6.08
	Stock price + put			$101.92				81.00
	Call + PV(Strike)			$101.92				19.00