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Question Which of the following represents the risk-neutral probability for an increase in stock price...

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Question Which of the following represents the risk-neutral probability for an increase in stock price in one time step under a Forward tree? 1 1) p* - 1+eovh 1 II) p* = 1+e-ovh III) p* = e(t dh_d u-d Possible Answers A D only B II) only C III) only D D and III) only E II and III) only

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