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Consider a one-step binomial tree. What is the value at maturity of the risk-neutral portfolio with the stock and a short call option if: the

Consider a one-step binomial tree. What is the value at maturity of the risk-neutral portfolio with the stock and a short call option if: the stock price is S = $196.00, the strike price is K = 191.00 and the tree parameters are u = 1.3417 and d = 0.7764? (keep 4 decimals in your calculations).

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