Question: Consider a two - period binomial model, where each period is 6 months. Assume the stock price is $ 7 5 . 0 0 ,
Consider a twoperiod binomial model, where each period is months. Assume the stock price is $sigma and r An American call option with a strike price of $ would be
exercised early at what dividend yield?
A
B
C
D Never exercise early
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