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1) Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $46.00, o=0:28, r=0.06 and the dividend yield is 2.0%. What is the maximum approximate strike price where early prercise would occur with an American call option? A) $29 B) $33 C) $42 D) $46 Answer. A 2) Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $75.00, o=0.35, and r=0.05. An American call option with a strike price of $80 would be exercised early at what dividend yield? A) 5.0% B) 7.0% C) 9.0% D) Never exercise early Answer: D 3) Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $50.00, 0 = 0.20, r=0.06 and the dividend yield=3.5%. What is the lowest strike price where early exercise would occur with an American put option? A) $50 B) $55 D) $65 Answer: c 4) Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $60.00, 0 = 0.30, 1 = 0.05. An American put option with a strike price of $65 would be exercised early at what dividend yield? A) 5.0% B) 6.0% C) 11.0% D) Never exercised earl Answer: D 5) Consider a one-period binomial model of 6 months. Assume the stock price is $45.00, o=0.20. r=0.06 and the stocks expected return is 12.0%. What is the discount rate for a $45.00 strike European call option (Y)? B) 39.196 C42.596 D) 45.696 Answer: B