Home / Questions / In a single period binomial option-pricing model, the underlying stock is currently sellin
In a single period binomial option-pricing model, the underlying stock is currently selling for Rs.80 and will rise or fall by 15% over the next period. A call option with an exercise price of Rs.95 would have a premium of
[A]Zero
[B]Rs.3
[C]Rs.5
[D]Rs.8
Jan 01 2018 View more View Less
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