Ques4 A stock index is currently 1,500. Its volatility is 18%. The risk-free rate is 4% per annum (continuously compounded) for all maturities and the dividend yield on the index is 2.5%. Calculate values for u, d, and p when a 6-month time step is used.
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Answer:
ok ok ok ok
Explanation:
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Answer:
u= 976 d= 679 p= 796
Explanation: as the index is 2.5% th erisjqejvrmc0q o
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