(2.875/2 + 100)X₁ + (6.25/2 + 100)(1 – X₁) = (4.5/2 + 100) X₁ = 0.52 Price = 0.52 × 94.40 + (1 – 0.52) × 101.30 = 97.71 | Financial Risk Manager Part 1 Quiz - LeetQuiz