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. 60 40 25 20 15 10 un time: 0 time: 1 time: 2 time: 3 Figure 2 The option claim tree b) Suppose the
. 60 40 25 20 15 10 un time: 0 time: 1 time: 2 time: 3 Figure 2 The option claim tree b) Suppose the stock now goes up to 120~ c) Suppose the stock goes up again to 140 d) Finally suppose the stock ...
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