what is going to be the down probability you will use to value
an option in a two stage tree if:
1. the period of the up and down step of the tree is every half
year
2. volatility is 30% per annum
3. risk free rate is 15
0.37
0.46
0.56
NONE OF THE ABOVE
PLEASE ANSWER ASAP WILL GIVE POSITIVE RATING
what is going to be the down probability you will use to value an option in a two stage tree if: 1. the period of the up
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answerhappygod
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what is going to be the down probability you will use to value an option in a two stage tree if: 1. the period of the up
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