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    Exam 23: Single Period Binomial Heath Jarrow Morton Model
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    Use the Following Tree to Answer the Questions That Follow
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Use the Following Tree to Answer the Questions That Follow

Question 4

Question 4

Multiple Choice

Use the following tree to answer the questions that follow. Use the following tree to answer the questions that follow.   -What are the dollar returns on the one-period zero-coupon bond in the up and down nodes? A)  1.0307,1.0402 B)  1.0102,1.0010 C)  1.0102,1.0102 D)  1.0056,1.0056 E)  1.0056,1.0402
-What are the dollar returns on the one-period zero-coupon bond in the up and down nodes?


A) 1.0307,1.0402
B) 1.0102,1.0010
C) 1.0102,1.0102
D) 1.0056,1.0056
E) 1.0056,1.0402

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