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CIB.CA is priced at 38 EGP, the periodic risk-free rate of interest is 6%. what is the value of a two period European Put Option
CIB.CA is priced at 38 EGP, the periodic risk-free rate of interest is 6%. what is the value of a two period European Put Option if the strike price is 35 EGP using the Binomial model with an up factor of 1.15 & a down factor of 0.87 & a risk neutral probability of 68%. * 0.57 EGP. 2.58 EGP. 0.64 EGP
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Urban Infrastructure Finance And Management
Authors: K. Wellman, Marcus Spiller
1st Edition
0470672188, 978-0470672181
