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Basic Question 6 of 8
According to the binomial model, the value of a call option is NOT determined by ______.
B. the volatility of the underlying
C. the risk-free rate
A. the probabilities of the up and down moves
B. the volatility of the underlying
C. the risk-free rate
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Learning Outcome Statements
explain how to value a derivative using a one-period binomial model
CFA® 2025 Level I Curriculum, Volume 5, Module 10.