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    Exam 21: Valuing Options
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    Considering the Standard Deviation of Returns in Option Pricing
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Considering the Standard Deviation of Returns in Option Pricing

Question 30

Question 30

True/False

Considering the standard deviation of returns in option pricing,
1 + upside change = u = e^(σ Considering the standard deviation of returns in option pricing, 1 + upside change = u = e^(σ    ).
).

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