Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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b) S 70, X 70, sigma = 50%, R₁ = 8%, T = .5 yrs, 2 periods tree
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- u = 1.284, d = .779, q = .478, European put = 7.2, American put = 7.9
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