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The initial price of the stock is 100 and the price after one period is assumed to be either 200 or 50. At a cost

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The initial price of the stock is 100 and the price after one period is assumed to be either 200 or 50. At a cost c per share, we can purchase at time 0 the option to buy the stock at time 1 for a price 150. For what value of c is no sure win possible? (Consider r the rate of return.) The initial price of the stock is 100 and the price after one period is assumed to be either 200 or 50. At a cost c per share, we can purchase at time 0 the option to buy the stock at time 1 for a price 150. For what value of c is no sure win possible? (Consider r the rate of return.)

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