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Question
In the case of a 1-year option, the current stock price is $52 per share. If the stock price has an equal chance of ending the year at either $58 or $45, what is the â–³ given an interest rate of 6.0% and an exercise price of $50?A) 0.2145
B) 0.3254
C) 0.5411
D) 0.6154
Answer
This answer is hidden. It contains 1 characters.
Related questions
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