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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 19

Question 19

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 two-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)  1.0354,1.0056
-What are the dollar returns on the two-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) 1.0354,1.0056

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