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Check Suppose you are attempting to value a 1-year expiration option on a stock with...

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Check Suppose you are attempting to value a 1-year expiration option on a stock with volatility.e., annualized standard deviation) of g = 0.45 a. 1 period of 1 year. b. 4 wubperiods, each 3 months. c. 12 subperiods, each 1 month. What would be the appropriate values for u and dif your binomial model is set up using: (Do not round intermediate calculations. Round your answers to 4 decimal places.) explo) depot) a. Subperiods At-Tin 1 1/1 - 1 114 0.25 121/120 ORX3

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