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QUESTION
By adopting a binomial model, determine the price of a call option which shows the following data : Current selling price of the underlying asset =...
By adopting a binomial model, determine the price of a call option which shows thefollowing data :Current selling price of the underlying asset = Rs. 300Expected rise/fall in price after 3 months = Rs. 420/Rs. 270, respectively.Strike price = Rs. 360Interest on borrowing = 15% p.a.
