Question: help Support BAU BAUGO BAU Library IF4313 (2) Derivative ... Genel bak Planlar Kaynaklar Durum ve izleme Katlmclar Daha fazla Soru 1 A stock price

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help Support BAU BAUGO BAU Library IF4313 (2) Derivative ... Genel bak

Support BAU BAUGO BAU Library IF4313 (2) Derivative ... Genel bak Planlar Kaynaklar Durum ve izleme Katlmclar Daha fazla Soru 1 A stock price is currently $40. Over each of the next two six-month periods (two step binomial trees) it is expected to go up %20 or down by 20%. The risk free interest rate is 12% per annum with continuous compounding. What is the value of a one year European call option with a strike price of $42? (e=2.71) (Answer is rounded) Yanitiniz: o 4.87 2.92 5.22 O 3.40 O 5.92 Yant temizle e

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