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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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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
Learning Outcome Statements
explain how to value a derivative using a one-period binomial model
CFA® 2024 Level I Curriculum, Volume 5, Module 10.