QUESTIONS 1 points Save Answer Which of the following is NOT true regarding the binomial tree valuation method? The binomial option pricing formula is based on the weighted average of the next two possible values, discounted back to the present. Over a large number of periods, the up and down parameters move closer to 1.5 and 0.5, respectively. QUESTION 10 1 points Save Answer Which of the following is NOT true? The binomial probabilities are probabilities as if investors were risk neutral. When pricing a put with the binomial model, the up and down probabilities are reversed. O Put-call parity holds within a two period binomial model. The single period binomial hedge ratio for stock call options could be computed by equating the two future cash flows -- from a portfolio of long h shares of stock and short one call -- and solve for the number of underlying stocks to hold