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A model for the movement of a stock supposes that, if the present price of the stock is s , then 1 answer below » A model for the movement of a stock supposes that, if the present price of the stock is s , then – after one time period – it will either be us with probability p or ds with probability 1 − p . Assuming that successive movements are independent, approximate the probabil- ity that the stock’s price will be up at least 30% after the next 1,000 time periods if u = 1 . 012 , d = . 990 , and p = . 52 . Aug 19 2015 11:44 AM
