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elf_fu elf_fu
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6 years ago
Consider a one-period binomial model of 6 months. Assume the stock price is $45.00,
σ = 0.20, r = 0.06 and the stock's expected return is 12.0%. What is the discount rate for a
$45.00 strike European call option (Y)?
A) 38.2%
B) 39.1%
C) 42.5%
D) 45.6%
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
wrote...

6 years ago
Good timing, thanks!
alpheratz
wrote...

Yesterday
Thanks
jamesbove
wrote...

2 hours ago
Helped a lot
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