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EUR/ISK index is 150 ISK/EUR, interest rate is 3% for ISK (r)and 1% for EUR (rf).a-b) Do a 4 step binomial tree to find european
EUR/ISK index is 150 ISK/EUR, interest rate is 3% for ISK (r)and 1% for EUR (rf).a-b) Do a 4 step binomial tree to find european call up to 8months with a strike of 155. c) What is the american cal 1 answer
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Fundamentals of Investments
Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey
3rd edition
132926172, 978-0132926171
