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The current price of a non-dividend-paying stock is $50. Over the next six months it is expected to rise to $60 or fall to $48.

The current price of a non-dividend-paying stock is $50. Over the next six months it is expected to rise to $60 or fall to $48. Assume the risk-free rate is zero. What is the risk-neutral probability that the stock price will be $60 in six months?

Group of answer choices

0.255

0.467

0.555

0.167

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