Suu Suu' fuu Su Su' fu fu' Fu, max SO Sud Sud f fud Sd Sd' Sdu Sdu' fdu fd fd' Fd, max Sdd Sdd' fdd Consider the information provided below and answer the following questions. In early April 2022, MBL is trading at $125.36 and you wish to purchase an AMERICAN call on this stock with a strike price of $125 with 2 years to expiry. At the end of the first year, MBL is expected to pay a dividend of $2.65 per share. At the end of the second year, the stock is expected to pay a dividend of $2.72. The continuously compounded risk free rate is 2.2497% and the volatility of the stock is 48.50%. Match the number that corresponds to the value required in the question A binomial tree is provided here: Binomial.pdf (attached image) In percentage terms, what is the proportional move up for this stock A. 0.00 In percentage terms, what is the proportional move down for this stock B. 0.0000 C. 0.62 In percentage terms, what is the probability that the stock increases in price In percentage terms, what is the probability that the stock decreases in price D. 30.94 In dollar terms and to 4 decimal places, what is the value of Su E. 38.43 In dollar terms and to 4 decimal places, what is the value of Su F. 40.36 In dollar terms and to 4 decimal places, what is the value of Sd G.43.17 In dollar terms and to 4 decimal places, what is the value of Sd' H. 59.64 In dollar terms and to 2 decimal places, what is the value of Suu' 1. 62.42 In dollar terms and to 2 decimal places, what is the value of Sud In dollar terms and to 2 decimal places, what is the value of Sdu' J. 74.5342 K. 75.9597 L. 77.1842 M.78.4034 In dollar terms and to 2 decimal places, what is the value of Sdd In dollar terms and to 2 decimal places, what is the value of fuu In dollar terms and to 2 decimal places, what is the value of fud In dollar terms and to 2 decimal places, what is the value of fdu In dollar terms and to 2 decimal places, what is the value of fdd N. 118.34 0. 121.01 P. 198.68 Q. 200.9597 R. 203.6097 S. 323.68 In dollar terms and to 4 decimal places, what is the value of fu In dollar terms and to 4 decimal places, what is the value of fd In dollar terms and to 4 decimal places, what is the value of fu' (early exercise) In dollar terms and to 4 decimal places, what is the value of fd' (early exercise) In dollar terms and to 2 decimal places, what is the value of this put option What is the delta of the option Suu Suu' fuu Su Su' fu fu' Fu, max SO Sud Sud f fud Sd Sd' Sdu Sdu' fdu fd fd' Fd, max Sdd Sdd' fdd Consider the information provided below and answer the following questions. In early April 2022, MBL is trading at $125.36 and you wish to purchase an AMERICAN call on this stock with a strike price of $125 with 2 years to expiry. At the end of the first year, MBL is expected to pay a dividend of $2.65 per share. At the end of the second year, the stock is expected to pay a dividend of $2.72. The continuously compounded risk free rate is 2.2497% and the volatility of the stock is 48.50%. Match the number that corresponds to the value required in the question A binomial tree is provided here: Binomial.pdf (attached image) In percentage terms, what is the proportional move up for this stock A. 0.00 In percentage terms, what is the proportional move down for this stock B. 0.0000 C. 0.62 In percentage terms, what is the probability that the stock increases in price In percentage terms, what is the probability that the stock decreases in price D. 30.94 In dollar terms and to 4 decimal places, what is the value of Su E. 38.43 In dollar terms and to 4 decimal places, what is the value of Su F. 40.36 In dollar terms and to 4 decimal places, what is the value of Sd G.43.17 In dollar terms and to 4 decimal places, what is the value of Sd' H. 59.64 In dollar terms and to 2 decimal places, what is the value of Suu' 1. 62.42 In dollar terms and to 2 decimal places, what is the value of Sud In dollar terms and to 2 decimal places, what is the value of Sdu' J. 74.5342 K. 75.9597 L. 77.1842 M.78.4034 In dollar terms and to 2 decimal places, what is the value of Sdd In dollar terms and to 2 decimal places, what is the value of fuu In dollar terms and to 2 decimal places, what is the value of fud In dollar terms and to 2 decimal places, what is the value of fdu In dollar terms and to 2 decimal places, what is the value of fdd N. 118.34 0. 121.01 P. 198.68 Q. 200.9597 R. 203.6097 S. 323.68 In dollar terms and to 4 decimal places, what is the value of fu In dollar terms and to 4 decimal places, what is the value of fd In dollar terms and to 4 decimal places, what is the value of fu' (early exercise) In dollar terms and to 4 decimal places, what is the value of fd' (early exercise) In dollar terms and to 2 decimal places, what is the value of this put option What is the delta of the option
