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not really sure with this Suppose that there are three periods: 0,1 and 2. We consider stocks AB, and C, None of the three stocks

not really sure with this

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Suppose that there are three periods: 0,1 and 2. We consider stocks AB, and C, None of the three stocks pay any dividend. In period 0, the price of stock A is SOa = 99.5, the price of stock B is SD\" = 94, and the price of stock C is SD6 = 106.5. The one-period risk-free rate in period 0 is denoted by re, The period 1, there are three states: \"up\

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