（ ）使用DJ2经纬仪用方向法测量水平角时，同一测回内2C互差应不大于13″。
查看答案
A stock is priced at ＄100.00 and follows a one-period binomial process with an up move that equals 1.05 and a down move that equals 0.97. If 1 million Bernoulli trials are conducted, and the average terminal stock price is ＄102.00, the probability of an up move (p) is closest to:
A. 0.375
B. 0.500
C. 0.625
In the binomial model, the difference between the up and down factors best represents the:
A. volatility of the underlying.
B. moneyness of an option.
C. pseudo probability.
Which is the correct pair of statements? The BSM model assumes:
A. the return on the underlying has a normal distribution. The price of the underlying can jump abruptly to another price.
B. brokerage costs are factored into the BSM model. It is impossible to trade continuously.
C. volatility can be predicted with certainty. Arbitrage is non- existent in the marketplace.
The Black-Scholes-Merton model assumes that:
A. Only long positions can be taken in securities.
B. Translation costs must be proportional to the price of the underlying security.
C. Securities are perfectly divisible.
D. The underlying security’s price follows a normal distribution.
微信支付 
支付宝支付