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Suppose S=$96,K=$100,u=1.03,d=0.97, and R=1.02. The risk-neutral probability, q, that the stock price will increase is: 0.8000 0.1667 1.2000 0.8333 Suppose S - $96, K -
Suppose S - $96, K - $100, u = 1.03. d - 0.97, and R stock price will increase is: 0 -08000 0 0.1667 0 1 2000 0 0.8333 = 1.02. The risk-neutral probability, q. that the
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