Why should I choose AnalystNotes?
AnalystNotes specializes in helping candidates pass. Period.
Basic Question 6 of 8
According to the binomial model, the value of a call option is NOT determined by ______.
B. the volatility of the underlying
C. the risk-free rate
A. the probabilities of the up and down moves
B. the volatility of the underlying
C. the risk-free rate
User Contributed Comments 0
You need to log in first to add your comment.
You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
explain how to value a derivative using a one-period binomial model
CFA® 2025 Level I Curriculum, Volume 5, Module 10.