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Suppose that in a one-period binomial model there is a European style call option that pays $15 in the up scenario and $0 in the

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Suppose that in a one-period binomial model there is a European style call option that pays $15 in the up scenario and $0 in the down scenario. The option is trading for $6 in the market. Assume that the real-world probability of realizing up scenario is 70%. What is the expected return on the call option? 50% 35% 25% 75% 0%

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