7) A futures price is currently 40 cents. It is expected to move up to 44 cents or down to 34 cents in the next six months. The risk-free interest rate is 6%. What is the probability of an movement in a risk-neutral world? A) 0.4 B) 0.5 C) 0.72 D) 0.6 Answer: D p=ert(1dd=1.10.8ye0.06(0.8)0.85