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tamfral poyoffs Stack curreto pcice is $ 60.The up or down movements per manth ore suppesed to be 79 each.Continausly companded of rote 'is Y10.2Use
tamfral poyoffs Stack curreto pcice is $ 60.The up or down movements per manth ore suppesed to be 79 each.Continausly companded of rote 'is Y10.2Use twoa step bioeomial tree to find the price of a 6 morth furopeon put option with SAike price of $53. fthe option is Amerihan would you pefor to exercise it Before matur madurity? Su-So (1+r) Sd= So (1+(-r) 60(1+0.1) = 6-s 60(1+ (-0.4) = 5.4=sd %3D %3D 5Su+()Sa) rt, So =eSu+(-)sa) S60=(# 66+(1=p)ss.) Suu tamfral poyoffs Stack curreto pcice is $ 60.The up or down movements per manth ore suppesed to be 79 each.Continausly companded of rote 'is Y10.2Use twoa step bioeomial tree to find the price of a 6 morth furopeon put option with SAike price of $53. fthe option is Amerihan would you pefor to exercise it Before matur madurity? Su-So (1+r) Sd= So (1+(-r) 60(1+0.1) = 6-s 60(1+ (-0.4) = 5.4=sd %3D %3D 5Su+()Sa) rt, So =eSu+(-)sa) S60=(# 66+(1=p)ss.) Suu
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