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discount rate per period=5% 7.9 Say So-$100, u1.3, d 0.85, pu-0.65 and the strike price is $150. What is the probability that this call option

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discount rate per period=5%

7.9 Say So-$100, u1.3, d 0.85, pu-0.65 and the strike price is $150. What is the probability that this call option will be exercised if expiration of the option occurs after 5 movements? (See 7.13) 7.10 If the discount rate per period-5%, what is the value of the above call option? (See 7.36) . 7.9 Say So-$100, u1.3, d 0.85, pu-0.65 and the strike price is $150. What is the probability that this call option will be exercised if expiration of the option occurs after 5 movements? (See 7.13) 7.10 If the discount rate per period-5%, what is the value of the above call option? (See 7.36)

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