试题与答案

A stock priced at $100 has a 70 percent pr

题型:单项选择题

题目:

A stock priced at $100 has a 70 percent probability of moving up and a 30 percent probability of moving down. If it moves up, it increases by a factor of 1.02. If it moves down, it decreases by a factor of 1/1.02. What is the probability that the stock will be $100 after two successive periods()

A. 9%.

B. 42%.

C. 21%.

答案:

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