Question
Calculate the Value of the Call Option using the Binomial Pricing Model Current Stock Price 90 Exercise Stock Price 105 Stock Up Factor 1.3 Stock
| Calculate the Value of the Call Option using the Binomial Pricing Model | ||
| Current Stock Price |
| 90 |
| Exercise Stock Price |
| 105 |
| Stock Up Factor |
| 1.3 |
| Stock Down Factor |
| 0.8 |
| Interest Rate |
| 10% |
| Exercise time |
| 1 |
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Fundamentals of Financial Management
Authors: Eugene F. Brigham
Concise 9th Edition
1305635937, 1305635930, 978-1305635937
