NO.PZ2024021803000064
问题如下:
In a one-period binomial model, assuming all other factors are constant, what happens to the risk-neutral probability of an upward movement in the asset's price if the up gross return increases?
选项:
A.It decreases. B.It remain the same C.It increases.解释:
When the up gross return in a binomial model increases, the risk-neutral probability of an upward movement decreases.当u上升时,π会下降
if the up gross return increases,up gross return是啥