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what is going to be the down probability you will use to value an option in a two stage tree if: 1. the period of
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what is going to be the down probability you will use to value an option in a two stage tree if:
1. the period of the up and down step of the tree is every half year
2. volatility is 30% per annum
3. risk free rate is 15
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0.37
0.46
0.56
NONE OF THE ABOVE
PLEASE ANSWER ASAP WILL GIVE POSITIVE RATING
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