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Period to Maturity Assignment | Homework For You

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May 27th, 2020
Let’s assume that we are building a binomial tree to price options on Micron PUT options. We want to go out 30 days with time steps of 10 days. The volatility is 32 and our risk free rate is 2.5%. The current stock price is $47.19 and the strike rice is $45. What is the time in years that we should use? Get Finance homework help todayHomework For You

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