garp11-p1-17

i have a question like that. I didn't understand how to find U and D values in that problem? Problem A risk manager for bank xyz, marki is considered writing a 6 month american put option on a non-dividend paying stock ABC. The current stock price is USD 50 and the strike price of the option...

Dear David, i need help with another Garp sample sample question: Asume that a random variable follows a normal distribution with a mean of 50 and a standard deviation of 10. What percentage of this distribution is between 55 and 65? 1) 4.56% 2) 8.96% 3) 18.15% 4) 24.17% May i bother...