The current price of a non-dividend-paying biotech stock is $140 with a volatility of 25%.The...
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Finance
The current price of a non-dividend-paying biotech stock is $140 with a volatility of 25%.The risk-free rate is 4%. For a 3-month time step. Use a two-step tree to value a 6-month European call option and a 6-month European put option. In both cases the strike price is $150 (please show all your calculations and not just answers)
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