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In the context of a single-period binomial option pricing model with p*, = 0.30 and rp = 0.25 the values of the state prices must

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In the context of a single-period binomial option pricing model with p*, = 0.30 and rp = 0.25 the values of the state prices must be equal to: OPV$1u=$0.24 and PV$1d=$0.56. OPV$1u=$0.30 and PV$1d=$0.70. O it is impossible to calculate the state prices given the information provided. PV$1u=$0.70 and PV$1d=$0.30. OPV$1u=$0.24 and PV$1d=$0.76

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