Morgan Stanley Interview Question: 2. The current stock price is... | Glassdoor

Interview Question

Finance Analyst Interview New York, NY

2. The current stock price is 10, and it has a probability

  of 60% to rise to 12, or 40% to drop to 8 at the end of this year? Assume the risk-free rate is 0, what will be the fair at the money call option price?
Answer

Interview Answer

1 Answer

1

0.20

Anonymous on Jun 18, 2011

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