Title: Consider a one-period binomial model of 12 months. Assume the stock price is $54.00, σ = 0.25, r = ... Post by: elf_fu on Jul 6, 2017 Consider a one-period binomial model of 12 months. Assume the stock price is $54.00,
σ = 0.25, r = 0.04 and the exercise price of a call option is $55. What is the forecasted price of the stock given an upward movement during the year? A) $56.16 B) $61.01 C) $65.12 D) $72.16 Title: Re: Consider a one-period binomial model of 12 months. Assume the stock price is $54.00, σ = 0.25, ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: Consider a one-period binomial model of 12 months. Assume the stock price is $54.00, σ = 0.25, r = ... Post by: elf_fu on Sep 13, 2017 :heart: Correct
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