Let S = $55, K = $50, r = 5% (continuously compounded), T = 0.5, and d = 0. Let u = 1.1, d = 0.8, and n = 1. What are D and B for a European call?
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Let S = $55, K = $50, r = 5% (continuously compounded), T = 0.5, and d = 0. Let u = 1.1, d = 0.8, and n = 1. What are D and B for a European call?
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