-What Are the Spot Rates R(1)in the Up and Down

question 12

Multiple Choice

-What are the spot rates R(1) in the up and down nodes at time 1?

• A) 0.046815,0.032195
• B) 0.044801,0.034208
• C) 0.039505,0.039505
• D) 0.045130,0.038726
• E) 0.031364,0.041928

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