Use a two-step binomial tree to calculate the value of an eight-month European call option using risk-neutral

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Use a two-step binomial tree to calculate the value of an eight-month European call option using risk-neutral valuation

Spot price is 16, strike price is 18, risk free interest rate is 6%, it can go up 11% (1.11) and down 10% (0.9)

Posted Date: May 19, 2024 02:00 AM

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Use a two-step binomial tree to calculate the value of an eight-month European call option using risk-neutral

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