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PERGUNTA 2 An at-the-money 6-month American call option on a stock has a strike price of $40. The risk-free interest rate is 5% per annum

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PERGUNTA 2 An at-the-money 6-month American call option on a stock has a strike price of $40. The risk-free interest rate is 5% per annum and the volatility is 30%. A dividend of $2.5 is expected in 2.5 months. Use a three-step binomial tree to estimate the value of the option. Anexar arquivo Arquivos do computador

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