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

question 18

Multiple Choice

-What are the up and down dollar returns on the two-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

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