assume a security follows a geometric brownian motion with volatility parameter σ = 0.2. assume the initial price of the security is 21 and the interest rate is 0. it is known that the price of a down-and-in barrier option and a down-and-out barrier option with strike price 19 and expiration 30 days have equal risk-neutral prices. compute this common risk-neutral price.
note time in years (or 252 trading days). so expiration is 30/252 yrs.

the answer is the option b

the range is all real numbers

step-by-step explanation:

we know that

the absolute value parent function is equal to

see the attached figure to better understand the problem

so

a. it is v-shaped > is true

b. the range is all real numbers > is not true

because the range is the > [0,∞)

all real numbers greater than or equal to zero

c. it goes through the origin > is true

d. the domain is all real numbers > is true

step-by-step explanation:

hope it

step-by-step explanation:

x^(1/6) · x^(1/6) · x^(1/6)   ·x^(1/6) = x^(4/6)   since we add the exponents

4/6 can be simplified to 2/3

the simplified form is x^(2/3)

hdjd

step-by-step explanation: