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There are 100 scenarios at t=1. Stock A's payoff in scenario s=1,2,,100 is s. You...

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Finance

image There are 100 scenarios at t=1. Stock A's payoff in scenario s=1,2,,100 is s. You are an option trader at a major investment bank. At t=0, you observe the prices of calls on Stock A for a variety of strikes. Specifically, you observe that the price of a call with maturity at t=1 and strike X equals 6001(100X)(101X)(102X) for strikes equal to X=0,1,2,,100. A client comes to you and wants you to price Asset B. At t=1, Asset B pays out 100 if Stock A's payout turns out to be 50, 20 if Stock A's payout turns out to be 25 , and zero otherwise.. What is the price of Asset B at t=0 if there is no arbitrage

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