What Are the U, the Up State Multiplier, and D

question 1

Multiple Choice

What are the u, the up state multiplier, and d, the down state multiplier, if there are monthly intervals and the standard deviation is .38?

• A) 1.1159; 0.8961
• B) 0.0317; 31.5789
• C) 0.0317; 0.9683
• D) 0.2193; 0.7807

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