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Basic Question 8 of 8
Which of the following factors is most likely to impact the pricing of a European put option using binomial model?
B. The probability of up move and down move.
C. The probability distribution of the price of underlying at expiration
A. The magnitude of up move and down move.
B. The probability of up move and down move.
C. The probability distribution of the price of underlying at expiration
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Learning Outcome Statements
explain how to value a derivative using a one-period binomial model
CFA® 2025 Level I Curriculum, Volume 5, Module 10.