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2. Which of the following is not a necessary assumption when we price options in the binomial tree? A. We know the possible realizations of

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2. Which of the following is not a necessary assumption when we price options in the binomial tree? A. We know the possible realizations of the underlying asset's price at the maturity date. B. The risk-free interest rate is constant over time (or throughout the tree). C. Investors are risk neutral. D. All of the above assumptions are necessary when we price options in the binomial tree

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