Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Q-32. Solution: B
u = 1.462 d = 0.684
p = (e^(r×Δt) - d)/(u - d) = (1.040811 - 0.684)/(1.462 - 0.684) = 0.4586
Q-32. Solution: B
u = 1.462 d = 0.684
p = (e^(r×Δt) - d)/(u - d) = (1.040811 - 0.684)/(1.462 - 0.684) = 0.4586
Exam-Like
A
Not provided in the text
B
Not provided in the text
C
Not provided in the text
Comments
Loading comments...