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The current price of a non-dividend-paying stock is $100. Over the next 3 months, it is expected to either rise to $115 or fall to

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The current price of a non-dividend-paying stock is $100. Over the next 3 months, it is expected to either rise to $115 or fall to $95. The risk-free rate is 4% per annum with continuous compounding. What are the risk-neutral probabilities in the one-step binomial tree? O 0.60 in the upstate and 0.40 in the downstate 0 0.40 in the upstate and 0.60 in the downstate O 0.30 in the upstate and 0.70 in the downstate O 0.50 in the upstate and 0.50 in the downstate

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