What is the price in six months

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Question - The present value of the security is $20. The volatility of the security is 40%. The interest rate is 4%. The maturity is 6 months. The u is 1.3269. The d is 0.7536. What is the price in six months if the payoff is equal to the square of the share price ? The maturity is 6 months?

Reference no: EM132977831

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