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Title: Using a binomial tree, what is the price of a $40 strike 6-month call option, using 3-month ... Post by: elf_fu on Jul 6, 2017 Using a binomial tree, what is the price of a $40 strike 6-month call option, using 3-month intervals as the time period? Assume the following data: S = $37.90, r = 5.0%, σ = 0.35
A) $2.50 B) $2.76 C) $2.92 D) $3.08 Title: Re: Using a binomial tree, what is the price of a $40 strike 6-month call option, using 3-month ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: Using a binomial tree, what is the price of a $40 strike 6-month call option, using 3-month ... Post by: elf_fu on Sep 13, 2017 :heart: Correct
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