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Suppose that Market volatility is 20%, The market pays dividends at a continuously compounded rate of 2%, and The yield curve is flat at 2%

Suppose that

Market volatility is 20%,

The market pays dividends at a continuously compounded rate of 2%,

and The yield curve is flat at 2% (continuously compounded rate).

What is the risk-neutral probability of exercising the one-year at-the-money call on the market?

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