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QUESTION 21 Suppose you are attempting to value a one-year maturity option on a stock with volatility of 28% What would be the appropriate value

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QUESTION 21 Suppose you are attempting to value a one-year maturity option on a stock with volatility of 28% What would be the appropriate value for the up factor (u) if your binomial model is set up using 4 sub-periods (quarterly)? O 1.189 1.191 1.150 O 1.235

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