In the context of a binomial options pricing model under a risk-neutral measure, what is the probability that the stock price will increase in a single time step?
Exam-Like
A
23.1%
17.4%
B
42.4%
21.5%
C
57.6%
49.6%
D
77.0%
11.6%
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In the context of a binomial options pricing model under a risk-neutral measure, what is the probability that the stock price will increase in a single time step? | Financial Risk Manager Part 1 Quiz - LeetQuiz