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elf_fu elf_fu
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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
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Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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elf_fu Author
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6 years ago
Heavy Heart Correct
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