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In a one stage binomial tree, using CRR assumptions, what is the risk neutral probability, p ( rounding to three decimal places ) , when:
In a one stage binomial tree, using CRR assumptions, what is the risk neutral
probability, p rounding to three decimal places when:
i the riskfree rate is
ii the time step for the tree is one month dt
iii the stock has annualized volatility of per annum?
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