Binomial model to value up-and-out barrier call option

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Reference no: EM131543935

Use a two-period binomial model to value a up-and-out barrier call option on SPY with a strike of $190. SPY is currently priced at $235 and has a volatility of 20%. The risk-free rate is 4% annually. The barrier is $270.

Reference no: EM131543935

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