bstobin - $40.18 $17.35 Two periods from now $48.19 $20.80...

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Inputs to model Annualized Standard deviation  42% Riskless rate = 5% Dividend yield = 20% Number of periods each year = 1 Binomial inputs Up movement in binomial = 1.199374295 Down movement in binomial = 0.517782505 Value today $33.50 One period from now
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Unformatted text preview: $40.18 $17.35 Two periods from now $48.19 $20.80 $8.98 Three periods from now $57.80 $24.95 $10.77 $4.65 Four periods from now $69.32 $29.93 $12.92 $5.58 $2.41 Five periods from now $83.14 $35.89 $15.50 $6.69 $2.89 $1.25...
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This note was uploaded on 01/29/2012 for the course FIN 6000 taught by Professor Banko during the Fall '11 term at University of Florida.

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