Top Posters
Since Sunday
a
5
k
5
c
5
B
5
l
5
C
4
s
4
a
4
t
4
i
4
r
4
r
4
Home Q & A Board Other Fields Homework Help Business Insurance
New Topic  
elf_fu elf_fu
wrote...
Go to Answer
Posts: 705
Rep: 2 0
6 years ago
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
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 118 times
2 Replies
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
#1
Posts: 471
Rep: 49 0
6 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

elf_fu Author
wrote...
#2
6 years ago
Heavy Heart Correct
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  862 People Browsing
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 1020
  
 191
  
 81
Your Opinion
What's your favorite coffee beverage?
Votes: 274
Previous poll results: What's your favorite math subject?