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1.Suppose you're considering a call option expiring in one quarter on a stock with an annualized mean of zero and variance of 0.0228108?Calculate the stock's

1.Suppose you're considering a call option expiring in one quarter on a stock with an annualized mean of zero and variance of 0.0228108?Calculate the stock's up and down parameters (u and d) for periods with the following lengths:

1.One month

2.One week (assume 12 weeks in a quarter)

3.One day (assume 90 days in a quarter)

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