Kizspy | Question: 49
(Choose 1 answer)
(24993) Using a binomial tree, what is the price of a $40 strike 6-month put option, using 3-month intervals as the time period? Assume the following data: S = $37.90, r = 5.0%, σ = 0.35
A. $3.52
B. $3.66
C. $3.84
D. $3.91
