This is a binomial option valuation question. The future stock price is either 139 or 217. The current stock price and t
Posted: Wed May 18, 2022 10:09 pm
This is a binomial option valuation question. The future stock price is either 139 or 217. The current stock price and the riskfree rate are unknown. A call option on the stock with strike price 169 has a current value of 12. Then the currrent value of a call option on the stock with strike price 185 is (keep 2 decimal places.)