Question 25

Suppose that todays price of ABC stock is $100 and it is known that price moves up or down by a single multiple of u and d respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a six-months CALL option on ABC stock with a strike price of $105. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is 36%, complete the table below for nodes A, B and C:

Your answer MUST be two decimal places.

Please make for me a table please !!!! let me know which node is A or B or C and the delta

A Moving to requestion immense Qui 25 Suppose that today's prie ABC in 5100 and know the price online de monthe CALL open on ABC stock with a wre price of $105. nally, frisk from 12% pend A, and Your W MUST be te decimal places B C Nodes A 100 Stock Price Option Price Delta 0 Total Moving to another question will see this response MacBook Air A Moving to requestion immense Qui 25 Suppose that today's prie ABC in 5100 and know the price online de monthe CALL open on ABC stock with a wre price of $105. nally, frisk from 12% pend A, and Your W MUST be te decimal places B C Nodes A 100 Stock Price Option Price Delta 0 Total Moving to another question will see this response MacBook Air