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Business, 13.03.2022 08:40 mya9859

A futures price is currently 31 and has a volatility of 30%. The risk-free rate is 5%. The strike price on a 9-month put is 30. A three-period binomial lattice is used. Calculate the risk-neutral probability p*.

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A futures price is currently 31 and has a volatility of 30%. The risk-free rate is 5%. The strike pr...
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