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Consider a European call option on a non - dividend - paying stock where the stock price is $ 3 0 , the strike price
Consider a European call option on a nondividendpaying stock where the stock price is $ the strike price is $ the riskfree rate is per annum, the volatility is per annum, and the time to maturity is eight months. Calculate the parameters u d and p for a binomial tree.
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