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If the risk - free interest rate is r = 0 . 0 1 per annum, the time to maturity is T = 0 .

If the risk-free interest rate is r=0.01 per annum, the time to maturity is T=0.25
years, and the value of a share of stock is known to either move up 10% or down 10% then
what is the risk-nentral probability that the stock moves up.

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