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Support BAU BAUGO BAU Library IF4313 (2) Derivative ... Genel bak Planlar Kaynaklar Durum ve izleme Katlmclar Daha fazla Soru 1 A stock price is currently $40. Over each of the next two six-month periods (two step binomial trees) it is expected to go up %20 or down by 20%. The risk free interest rate is 12% per annum with continuous compounding. What is the value of a one year European call option with a strike price of $42? (e=2.71) (Answer is rounded) Yanitiniz: o 4.87 2.92 5.22 O 3.40 O 5.92 Yant temizle e