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What Are the Values of U,the Up State Multiplier,and D,the

Question 6

Multiple Choice

What are the values of u,the up state multiplier,and d,the down state multiplier,if there are monthly intervals and the standard deviation is .38?


A) 1.1159; .8961
B) .0317; 1.0327
C) .0317; .9683
D) .2193; .7807
E) 1.1159; −.1159

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