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Which statement about risk-neutral valuation is INCORRECT? The valuation does not assume investors are risk neutral The valuation Trick is to move from the real

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Which statement about risk-neutral valuation is INCORRECT? The valuation does not assume investors are risk neutral The "valuation" Trick is to move from the real world to the pseudo-world, where things are tractable, price the option there, and bring that price back to the real world. The valuation assumes investors are risk neutral We use pseudo probabilities under risk-neutral valuation

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