Question: Suppose you are attempting to value a 1 - year expiration option on a stock with volatility ( i . e . , annualized standard

Suppose you are attempting to value a 1-year expiration option on a stock with volatility (i.e., annualized standard deviation) of =
0.43.
What would be the appropriate values for u and d if your binomial model is set up using:
a.1 period of 1 year.
b.4 subperiods, each 3 months.
c.12 subperiods, each 1 month.
Note: Do not round intermediate calculations. Round your answers to 4 decimal places.
 Suppose you are attempting to value a 1-year expiration option on

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