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The current price of a non-dividend-paying stock is $47.4. Over the next six months it is expected to rise to $55.47 or fall to $25.35.

The current price of a non-dividend-paying stock is $47.4. Over the next six months it is expected to rise to $55.47 or fall to $25.35. Assume the risk-free rate is zero. What is the risk-neutral probability of that the stock price will be $25.35?

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