Question
In a one-period binomial model, assume that the current stock price is $100, and that it will rise to $110 or fall to $90 after
In a one-period binomial model, assume that the current stock price is $100, and that it will rise to $110 or fall to $90 after one month. If the risk-free rate is 0.1668% per month in simple terms, what is the price of a 97strike one-month put option?
A. $3.16
B. $3.44
C. $3.59
D. $3.67
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The Ten Principles Of Investing
Authors: Wilfrid William
1st Edition
979-8857197035
