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3M Company is currently trading at $182. X=180, expires in 2 periods. Given that u=1.05; d=0.97; r=1.04 a)What is the stock price in up and
- 3M Company is currently trading at $182. X=180, expires in 2 periods. Given that u=1.05; d=0.97; r=1.04
- a)What is the stock price in up and up state in Period 2 (C2uu)?
- b)What is the option price in down state in Period 1 (C1d)?
- c)What is the call option price today (C0)?
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