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A stock price is currently $50, and at the end of 3 months it will increase or decrease by 10%. The annual RF rate is

A stock price is currently $50, and at the end of 3 months it will increase or decrease by 10%. The annual RF rate is 5% (continuous compounding). Assume that ST is the price at the end of 3 months. what is the value of the derivative that pays off ln(ST) at this time, using the no arbitrage approach vs risk neutral valuation approach

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