In a Cox-Ross-Rubinstein binomial tree, the relationship between the proportional down-movement, d, and the proportional up-movement, u, is: choose one)
A) d = u − 1
B) d = 1 / u
C) d = 2 − u
D) None of the above

Name: In a Cox-Ross-Rubinstein binomial tree, the relationship between the proportional down-movement, d, and the proportional up-movement, u, is: choose one) A) d = u − 1 B) d = 1 / u C) d = 2 − u D) None of the above
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The Answer is B

In a Cox-Ross-Rubinstein Binomial Tree, the Relationship Between the Proportional