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
Posted: Mon May 02, 2022 9:46 am
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
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