[单选题]

Assume that a stock's price over the next two periods is as shown below.

The initial value of the stock is $80. The probability of an up move in any given period is 75% and the probability of a down move in any given period is 25%. Using the binomial model, the probability that the stock's price will be $79.20 at the end of two periods is closest to:

A.18.75%.

B.37.50%.

C.56.25%.

参考答案与解析:

相关试题

Assume that a stock's price over the next two periods is as shown below.<br /><img bor

[单选题]Assume that a stock's price over the next two periods is as shown below.The

  • 查看答案
  • A stock's expected price movement over the next two periods is as follows:.<br /><img

    [单选题]A stock's expected price movement over the next two periods is as follows:.

  • 查看答案
  • If a stock's initial price is $20 and its year-end price is $23, then its continuously compound

    [单选题]If a stock's initial price is $20 and its year-end price is $23, then its c

  • 查看答案
  • Next year's dividend is expected to be $2, g = 7%, and k = 12%. What is the stock's intrin

    [单选题]Next year's dividend is expected to be $2, g = 7%, and k = 12%. What is the

  • 查看答案
  • An analyst is investigating the distribution of the SMG stock's return over time. He calculated

    [单选题]An analyst is investigating the distribution of the SMG stock's return over

  • 查看答案
  • If a stock's relative strength ratio increases, the stock is:

    [单选题]If a stock's relative strength ratio increases, the stock is:A.Increasing i

  • 查看答案
  • Selected information for a company is provided below.<br /><img border="0" style=

    [单选题]Selected information for a company is provided below.The company's cash con

  • 查看答案
  • Fillinion Corp's stock transactions during the year 2009 were as follows:<br /><img bo

    [单选题]Fillinion Corp's stock transactions during the year 2009 were as follows:Wh

  • 查看答案
  • A country's year-end consumer price index over a 5-year period is as follows:<br />Year 1

    [单选题]A country's year-end consumer price index over a 5-year period is as follow

  • 查看答案
  • The covariance of the market's returns with a stock's returns is 0.005 and the standard de

    [单选题]The covariance of the market's returns with a stock's returns is 0.005 and

  • 查看答案