5. Two-step binomial model (S22-2) Take another look at our two-step binomial trees for Amazon in Figure
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5. Two-step binomial model (S22-2) Take another look at our two-step binomial trees for Amazon in Figure 22-2. Use the replicating-portfolio or risk-neutral method to value sixmonth call and put options with an exercise price of $1,500. Assume the Amazon stock price is $1,830.
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Related Book For 
Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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