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Question 4 4 pts The variance of annual returns of for Costco (COST) is estimated to be 0.03646. What is the value of the up
Question 4 4 pts The variance of annual returns of for Costco (COST) is estimated to be 0.03646. What is the value of the up multiple (u) if we wish to match this volatility level in a n = 35-play binomial model, when the option life is 6 months? Do not round intermediate calculations. Round final answer to the 4th digit after decimal, as in "1.1234." Question 4 4 pts The variance of annual returns of for Costco (COST) is estimated to be 0.03646. What is the value of the up multiple (u) if we wish to match this volatility level in a n = 35-play binomial model, when the option life is 6 months? Do not round intermediate calculations. Round final answer to the 4th digit after decimal, as in "1.1234
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