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Please show all steps and explain each step Problem 1. Consider on one period model with three states and two assets, a riskfree bond B

Please show all steps and explain each step

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Problem 1. Consider on one period model with three states and two assets, a riskfree bond B and a. stock. Suppose that Bu 2 100,BT = 105, 30 = 10 and ST 2 (8,9,12). Consider a calloption on the stock with exercise price K = 10. Find all the possible arbitragefree prices for the call option

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