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Given the JPY/USD currency rate has a volatility of 7.5% p.a. The u and d values for the binomial pricing of 90-day call are ____
Given the JPY/USD currency rate has a volatility of 7.5% p.a. The "u" and "d" values for the binomial pricing of 90-day call are ____ and _____ respectively. Hint: use 365-day year.
- A. 1.0779;.9277
- B. 1.0382; .9632
- C. 1.0545; .9483
- D. 1.0379; .9634
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