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    Derivatives and Risk Management Study Set 2
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    Exam 4: Option Pricing Models: the Binomial Model
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    Over a Large Number of Periods,the Up and Down Parameters
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Over a Large Number of Periods,the Up and Down Parameters

Question 41

Question 41

True/False

Over a large number of periods,the up and down parameters move closer to 1.5 and 0.5,respectively.

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