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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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