5.12. Assume that the current share price of a stock is $100 with a volatility of 10%. Using a CRR tree model over a year with each being one trading day, predict the maximum spread in the stock's possible prices a trading day from now. I proximation to etoVh2s2 using the CRR assumptions? s your prediction impacted if you e mploy a Taylor ap 5.12. Assume that the current share price of a stock is $100 with a volatility of 10%. Using a CRR tree model over a year with each being one trading day, predict the maximum spread in the stock's possible prices a trading day from now. I proximation to etoVh2s2 using the CRR assumptions? s your prediction impacted if you e mploy a Taylor ap