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Basic Question 7 of 8

What is the most likely impact of an increase in the risk-free rate on the risk-neutral upside probability in a binomial model?

A. No impact
B. Increase in probability
C. Decrease in probability

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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes

Barnes

Learning Outcome Statements

explain how to value a derivative using a one-period binomial model

CFA® 2024 Level I Curriculum, Volume 5, Module 10.