Consider a derivative whose payoff at expiration is s 2 t + 1 if st < 100 and s 2 t + st − 100 if st ≥ 100. assuming the volatility is σ, the riskfree rate r, and the spot price s0, compute the price of this derivative today. hint: write the derivative as 3 derivatives (a power option, an option and a digital option) and price each separately.

the mistake in the pattern is that :

b. the decimal point was moved one too many place values each time

the correct pattern could be made by :

b. moving the decimal point to the right the same numbers of place values as the exponents

b

step-by-step explanation:

u take $75 minus $60.the anwer/original($75)multiply by 100

step-by-step explanation:

because 1/3 is a fraction. we can tell because there is a divisor symbol between the 1 and the 3. if we were to add 2 fractions together, we would add the numerators, which is the number on top, but not the denominators, which is the number on the bottom

1/3+1/3=2/3

hope this !

table a is wierd

step-by-step explanation:

6*f