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{"ops":[{"insert":"2. Consider a one step binomial model in which the share price of a company has a known price of S0 now (at time t = 0), and assume that the per period risk free interest rate is a positive number r. Assume that after one period, at time t = 1, the share price may either go up to price St=1 = 2S0 or down to price St=1 = S0\/2. \n\na. Denote by q the risk neutral probability of the stock price taking the up step. Work out the value of q in terms of r.\n"}]}
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