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    Exam 24: Options and Corporate Finance: Extensions and Applications
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    What Are the U, the Up State Multiplier, and D
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What Are the U, the Up State Multiplier, and D

Question 1

Question 1

Multiple Choice

What are the 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; 0.8961
B) 0.0317; 31.5789
C) 0.0317; 0.9683
D) 0.2193; 0.7807

Correct Answer:

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