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Let S-S50 K se, r-6% (continuously compounded), d-i%, s-40% T-2, and n-3. In this situation, the appropriate values ofu and dare i 43323 respectively. What

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Let S-S50 K se, r-6% (continuously compounded), d-i%, s-40% T-2, and n-3. In this situation, the appropriate values ofu and dare i 43323 respectively. What is the value of p*, the risk-neutral probability of an upward movement in the stock price at any node of the binomial tree? 0 a. 0.5809 O b. 0.5381 ??.?.4191 ?d. 0.4639 ?o. 0.4924 a 0 74582

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