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Question 3 (a) The futures price of a commodity is $85. Use a three-step binomial tree to value a six-month American put option with a
Question 3 (a) The futures price of a commodity is $85. Use a three-step binomial tree to value a six-month American put option with a strike price of $90. The volatility is 40% and the risk-free ...
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
Concise 6th Edition
324664559, 978-0324664553
