Vidyalelo
Commerce · Q631

Financial Management

Graduate and Post Graduate · Commerce · question 631

Q631

In binomial approach of option pricing model, fourth step is to create

A.
equalize domain of payoff
B.
equalize ending price
C.
riskless investment
Answer
D.
high risky investment

Answer: Option C

Solution

Answer: Option C
Solution:
In binomial approach of option pricing model, fourth step is to create riskless investment. An investment with a certain rate of return and no chance of default.