-What Are the Up and Down Dollar Returns on the Three-Period

question 20

Multiple Choice

-What are the up and down dollar returns on the three-period zero-coupon bond at time 0?

• A) 1.046815,1.032195
• B) 1.044801,1.034208
• C) 1.039505,1.039505
• D) 1.045130,1.038726
• E) 1.031364,1.041928