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The Chapter Discusses an Alternative to the Cox,Ross,Rubinstein Tree

Question 19

Multiple Choice

The chapter discusses an alternative to the Cox,Ross,Rubinstein tree.In this alternative,which of the following are true:


A) The relationship between u and d is: u=1/d
B) The relationship between u and d is: u-1=1-d
C) The probabilities on the tree are all 0.5
D) None of the above

Correct Answer:

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