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1. Given the following information, calculate the value of a call option and a put option using the 1 period binomial option pricing model. So
| 1. Given the following information, calculate the value of a call option and a put option using the 1 period binomial option pricing model. | |||||
| So = | 100 | ||||
| U = | 1.1 | ||||
| D = | ? | ||||
| K = | 95 | ||||
| T = | 1 | Year | |||
| n = | 1 | period per year | |||
| r = | 0.06 | ||||
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Introductory Econometrics For Finance
Authors: Chris Brooks
3rd Edition
1107661455, 9781107661455
