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Consider an n = 1 step binomial tree with T = 1. Suppose r, theannualized risk-free rate is 6 %, and delta, the annualizeddividend rate

Consider an n = 1 step binomial tree with T = 1. Suppose r, theannualized risk-free rate is 6 %, and delta, the annualizeddividend rate is 4 %. Also suppose the annualized standarddeviation of the 1 answer

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