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If the volatility of a non-dividend paying stock is 30% per annum, and the risk-free rate is 6% per annum, which of the following is
If the volatility of a non-dividend paying stock is 30% per annum, and the risk-free rate is 6% per annum, which of the following is closest to u for a tree with a 3-month time step? 01.03 1.08 1.11 1.16
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