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A stock price is currently $ 2 5 . It is known that at the end of 2 months it will be either $ 2

A stock price is currently $25. It is known that at the end of 2 months
it will be either $23 or $27. The risk-free interest rate is 10% per annum
with continuous compounding. Suppose ST is the stock price at the end
of 2 months. What is the value of a derivative that pays off
S^2_T at this time?

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