7. Two-step binomial model (S22-2) Suppose that you have an option that allows you to sell Buffelhead
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7. Two-step binomial model (S22-2) Suppose that you have an option that allows you to sell Buffelhead stock (see Problem 6 ) in month 6 for $165 or to buy it in month 12 for $165. What is the value of this unusual option?
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Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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