You are given: The current price of a share of stock is $20. The stock does not pay dividends. In one year, the stock will either be $30 or $15. A one-year European call option on the stock has a strike price of $25. The current price of the option is $2. The option is priced using a 1-period binomial model. Calculate the risk-neutral probability that the stock price will move down in one year.

You are given: . The current price of a share of stock is $20. The stock does not pay dividends. In one year, the stock will either be $30 or $15. A one-year European call option on the stock has a strike price of $25. The current price of the option is $2. The option is priced using a 1-period binomial model. Calculate the risk-neutral probability that the stock price will move down in one year. A 0.43 B 0.57 0.59 D 0.67 E 0.72 You are given: . The current price of a share of stock is $20. The stock does not pay dividends. In one year, the stock will either be $30 or $15. A one-year European call option on the stock has a strike price of $25. The current price of the option is $2. The option is priced using a 1-period binomial model. Calculate the risk-neutral probability that the stock price will move down in one year. A 0.43 B 0.57 0.59 D 0.67 E 0.72