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The table below provides estimated features of Stock UOM and he market index probability return on stock UOM return on market index state 1 50%
The table below provides estimated features of Stock UOM and he market index
| probability | return on stock UOM | return on market index | |
| state 1 | 50% | -4% | 1% |
| state 2 | 50% | 20% | 16% |
the risk-free rate is 3.5%. What is the beta of stock UOM?
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Commodity Option Pricing A Practitioner's Guide
Authors: Iain J. Clark
1st Edition
1119944511, 978-1119944515
