Assume a volatility of 25%. What is going to be the risk neutral probability of a down movement Assume half a year exp
Posted: Mon May 02, 2022 9:42 am
Assume a volatility of 25%. What is going to be the risk neutral
probability of a down movement
Assume half a year expiry and the current stock price is 20$
and risk free is 5%. PLEASE ANSWER ASAP WILL GIVE POSITIVE
RATING
0.47
0.52
0.72
NONE OF THE ABOVE
probability of a down movement
Assume half a year expiry and the current stock price is 20$
and risk free is 5%. PLEASE ANSWER ASAP WILL GIVE POSITIVE
RATING
0.47
0.52
0.72
NONE OF THE ABOVE