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Suppose you are attempting to value a 1-year expiration option on a stock with volatility (i.e., annualized standard deviation) of = 0.31. What would be

image text in transcribed Suppose you are attempting to value a 1-year expiration option on a stock with volatility (i.e., annualized standard deviation) of = 0.31. What would be the appropriate values for u and d if your binomial model is set up using: a. 1 period of 1 year. b. 4 subperiods, each 3 months. c. 12 subperiods, each 1 month. Note: Do not round intermediate calculations. Round your answers to 4 decimal places

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