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The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26.

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The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero. What is the risk-neutral probability of that the stock price will be $26? 0.6 0.5 0.4 0.3

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