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The current price of a non - dividend - paying stock is $ 4 7 . 2 5 . Over the next six months it

The current price of a non-dividend-paying stock is $47.25. Over the next six months it is expected to rise to $59.01 or fall to $39.95. Assume the
risk-free rate is zero. What is the risk-neutral probability of that the stock price will be $39.95?
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