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derive a one-to step binomial option pricing model for a call option, we begin by constructinga portfolio consisting of A) A short position in a

derive a one-to step binomial option pricing model for a call option, we begin by constructinga portfolio consisting of

A) A short position in a certain amount of the asset, and a short call position in the underlying asset

B) A long position in a certain amount of the asset, and a long call position in the underlying asset

C) A short position in a certain amount of the asset, and a long call position in the underlying asset

D) A long position in a certain amount of the asset, and a short call position in the underlying asset

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