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A stocks price follows binomial process. The current prices is 8642 HUF, the historic volatility is 0,2. The call option written out on this stock
A stocks price follows binomial process. The current prices is 8642 HUF, the historic volatility is 0,2. The call option written out on this stock is available with a strike price of 8600 HUF. What will be the upside risk neutral probability, if the option matures in 1 year, the time between jumps is 6 months, and the risk free rate is 3%. Use 4 digits in case of decimal, 2 digits in case of % form of the answer.
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