Calculate u d and p when a binomial tree is constructed to, Financial Management

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Calculate u d and p when a binomial tree is constructed to

Calculate u, d, and p when a binomial tree is constructed to value an option on a foreign currency. The tree step size is 1 month, the domestic interest rate is 5% per annum, the foreign interest rate is 8% per annum, and the volatility is 12% per annum.

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Financial Management: Calculate u d and p when a binomial tree is constructed to

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Financial Management: Calculate u d and p when a binomial tree is constructed to

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