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Pick a non-dividend stock (not tesla) and construct the following on excel: 20 period Binomial Tree for a Call option that expires in 6 months
Pick a non-dividend stock (not tesla) and construct the following on excel:
- 20 period Binomial Tree for a Call option that expires in 6 months
- Using appropriate interest rate
- Calculating the correct values for prob, up, down and annualized historical volatility.
- Setting up the two trees
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