Let S = $70, K = $65, r = 6% (continuously compounded), d = 1%, s =

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Let S = $70, K = $65, r = 6% (continuously compounded), d = 1%, s = 30%, and T = 2. What are the appropriate values of u and d to build a 3-period binomial stock price tree?

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Principles of Operations Management Sustainability and Supply Chain Management

ISBN: 978-0134181981

10th edition

Authors: Jay Heizer, Barry Render, Chuck Munson

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Posted Date: Oct 29, 2020 07:20 PM

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Let S = $70, K = $65, r = 6% (continuously compounded), d = 1%, s =

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Principles of Operations Management Sustainability and Supply Chain Management

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