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    Exam 10: Binomial Option Pricing: Basic Concepts
  5. Question
    Draw the Binomial Tree Listing Only the Option Prices at Each
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Draw the Binomial Tree Listing Only the Option Prices at Each

Question 14

Question 14

Essay

Draw the binomial tree listing only the option prices at each node.Assume 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%,σ = 0.35

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