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Title: Consider a three-period binomial model of 12 months. Assume the stock price is $37.50, σ = 0.20, r ... Post by: elf_fu on Jul 6, 2017 Consider a three-period binomial model of 12 months. Assume the stock price is $37.50,
σ = 0.20, r = 0.05 and the exercise price of a call option is $35. What is the forecasted price of the stock at the node after two consecutive upward movements of the stock price? A) $38.68 B) $42.80 C) $48.84 D) $50.06 Title: Re: Consider a three-period binomial model of 12 months. Assume the stock price is $37.50, σ = ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: Consider a three-period binomial model of 12 months. Assume the stock price is $37.50, σ = 0.20, r ... Post by: elf_fu on Sep 13, 2017 :heart: Correct
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