Multiple Choice
What is the binomial option price assuming the following data on a 6-month call option, using 3-month intervals as the time period? K = $40, S = $37.90, r = 5.0%, = .35
A) $ 2.05
B) $ 2.10
C) $ 2.96
D) $ 3.08
Correct Answer:
Verified
Correct Answer:
Verified
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