garp21-p1-87

  1. T

    Risk-neutral probability

    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...
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    Garp sample exam 1, Level 1, question 1

    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...
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