Chartered Financial Analyst Level 1
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All else being equal, if the up gross return increases in a one-period binomial model, the risk-neutral probability of an upward price movement of the asset will:
All else being equal, if the up gross return increases in a one-period binomial model, the risk-neutral probability of an upward price movement of the asset will:
Exam-Like
A
Decrease.
100.0%
B
Remain the same.
0.0%
C
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