Stock price is $100 right now and can increase to $120 or drop to $80 at expiration
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Question:
Stock price is $100 right now and can increase to $120 or drop to $80 at expiration binomial model. risk free rate is 0.
What is a fair of a call with a $110 strike?
Related Book For
Fundamentals of Financial Management
ISBN: 978-0324597707
12th edition
Authors: Eugene F. Brigham, Joel F. Houston
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