How to use stock volatility to value a call option 150, Ask an Expert

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How to use stock volatility to value a call option (150 Stock price, 155 strike price, risk free rate 1%, implied volatility is 15% and days until maturity 100 days) using the risk neutral method with a binomial tree over 3 periods?

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92883825

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