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This question calculates the risk-neutral probability (p) in a binomial model: Given: - u = 1.462 - d = 0.684 - e^(r×Δt) = 1.040811 Calculation: p = (e^(r×Δt) - d)/(u - d) = (1.040811 - 0.684)/(1.462 - 0.684) = 0.4586 The correct answer is B based on the solution provided.
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