is the solution correct? it is a 60 day call option, should we use (1+rf)^(60/360) to derive the probability of the stock up move? I don’t feel use the full year risk free rate is correct, anybod have any thought? THanks.
is the solution correct? it is a 60 day call option, should we use (1+rf)^(60/360) to derive the probability of the stock up move? I don’t feel use the full year risk free rate is correct, anybod have any thought? THanks.